Noncommutative Stationary Processes

Lecture Notes in Mathematics Editors: J.--M. Morel, Cachan F. Takens, Groningen B. Teissier, Paris 1839 3 Berlin Heid...

Author: Rolf Gohm

16 downloads 521 Views 1MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

DOWNLOAD PDF

Lecture Notes in Mathematics Editors: J.--M. Morel, Cachan F. Takens, Groningen B. Teissier, Paris

1839

3 Berlin Heidelberg New York Hong Kong London Milan Paris Tokyo

Rolf Gohm

Noncommutative Stationary Processes

13

Author Rolf Gohm Ernst-Moritz-Arndt University of Greifswald Department of Mathematics and Computer Science Jahnstr. 15a 17487 Greifswald Germany e-mail: [email protected]

Cataloging-in-Publication Data applied for Bibliographic information published by Die Deutsche Bibliothek Die Deutsche Bibliothek lists this publication in the Deutsche Nationalbibliografie; detailed bibliographic data is available in the Internet at http://dnb.ddb.de

Mathematics Subject Classification (2000): 46L53, 46L55, 47B65, 60G10, 60J05 ISSN 0075-8434 ISBN 3-540-20926-3 Springer-Verlag Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specif ically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microf ilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. Springer-Verlag is a part of Springer Science + Business Media http://www.springeronline.com c Springer-Verlag Berlin Heidelberg 2004 Printed in Germany The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specif ic statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera-ready TEX output by the authors SPIN: 10983744

41/3142/du - 543210 - Printed on acid-free paper

Preface

Research on noncommutative stationary processes leads to an interesting interplay between operator algebraic and probabilistic topics. Thus it is always an invitation to an exchange of ideas between diﬀerent ﬁelds. We explore some new paths into this territory in this book. The presentation proceeds rather systematically and elaborates many connections to already known results as well as some applications. It should be accessible to anyone who has mastered the basics of operator algebras and noncommutative probability but, concentrating on new material, it is no substitute for the study of the older sources (mentioned in the text at appropriate places). For a quick orientation see the Summary on the following page and the Introduction. There are also additional introductions in the beginning of each chapter. The text is a revised version of a manuscript entitled ‘Elements of a spatial theory for noncommutative stationary processes with discrete time index’, which has been written by the author as a habilitation thesis (Greifswald, 2002). It is impossible to give a complete picture of all the mathematical inﬂuences on me which shaped this work. I want to thank all who have been engaged in discussions with me. Additionally I want to point out that B. K¨ ummerer and his students C. Hertfelder and T. Lang, sharing some of their conceptions with me in an early stage, inﬂuenced the conception of this work. Getting involved with the research of C. K¨ ostler, B.V.R. Bhat, U. Franz and M. Sch¨ urmann broadened my thinking about noncommutative probability. Special thanks to M. Sch¨ urmann for always supporting me in my struggle to ﬁnd enough time to write. Thanks also to B. K¨ ummerer and to the referees of the original manuscript for many useful remarks and suggestions leading to improvements in the ﬁnal version. The ﬁnancial support by the DFG is also gratefully acknowledged.

Greifswald August 2003

Rolf Gohm

Summary

In the ﬁrst chapter we consider normal unital completely positive maps on von Neumann algebras respecting normal states and study the problem to ﬁnd normal unital completely positive extensions acting on all bounded operators of the GNS-Hilbert spaces and respecting the corresponding cyclic vectors. We show that there exists a duality relating this problem to a dilation problem on the commutants. Some explicit examples are given. In the second chapter we review diﬀerent notions of noncommutative Markov processes, emphasizing the structure of a coupling representation. We derive related results on Cuntz algebra representations and on endomorphisms. In particular we prove a conjugacy result which turns out to be closely related to K¨ ummerer-Maassen-scattering theory. The extension theory of the ﬁrst chapter applied to the transition operators of the Markov processes can be used in a new criterion for asymptotic completeness. We also give an interpretation in terms of entangled states. In the third chapter we give an axiomatic approach to time evolutions of stationary processes which are non-Markovian in general but adapted to a given ﬁltration. We call this an adapted endomorphism. In many cases it can be written as an inﬁnite product of automorphisms which are localized with respect to the ﬁltration. Again considering representations on GNS-Hilbert spaces we deﬁne adapted isometries and undertake a detailed study of them in the situation where the ﬁltration can be factorized as a tensor product. Then it turns out that the same ergodic properties which have been used in the second chapter to determine asymptotic completeness now determine the asymptotics of nonlinear prediction errors for the implemented process and solve the problem of unitarity of an adapted isometry. In the fourth chapter we give examples. In particular we show how commutative processes ﬁt into the scheme and that by choosing suitable noncommutative ﬁltrations and adapted endomorphisms our criteria give an answer to a question about subfactors in the theory of von Neumann algebras, namely when the range of the endomorphism is a proper subfactor.

Contents

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1

1

Extensions and Dilations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 An Example with 2 × 2 - Matrices . . . . . . . . . . . . . . . . . . . . . . . . . 1.2 An Extension Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.3 Weak Tensor Dilations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.4 Equivalence of Weak Tensor Dilations . . . . . . . . . . . . . . . . . . . . . . 1.5 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.6 The Automorphic Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.7 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

9 10 13 14 19 21 25 28

2

Markov Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.1 K¨ ummerer’s Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Bhat’s Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3 Coupling Representation on a Hilbert Space . . . . . . . . . . . . . . . . 2.4 Cuntz Algebra Representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.5 Cocycles and Coboundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6 K¨ ummerer-Maassen-Scattering Theory . . . . . . . . . . . . . . . . . . . . . 2.7 Restrictions and Extensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8 An Interpretation Using Entanglement . . . . . . . . . . . . . . . . . . . . .

37 38 42 45 47 52 60 63 68

3

Adaptedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 3.1 A Motivation: Hessenberg Form of an Isometry . . . . . . . . . . . . . . 74 3.2 Adapted Endomorphisms – An Abstract View . . . . . . . . . . . . . . 79 3.3 Adapted Endomorphisms and Stationary Processes . . . . . . . . . . 86 3.4 Adapted Isometries on Tensor Products of Hilbert Spaces . . . . . 90 3.5 Nonlinear Prediction Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102 3.6 The Adjoint of an Adapted Isometry . . . . . . . . . . . . . . . . . . . . . . . 106

VIII

4

Contents

Examples and Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 4.1 Commutative Stationarity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 4.2 Prediction Errors for Commutative Processes . . . . . . . . . . . . . . . 128 4.3 Low-Dimensional Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132 4.4 Cliﬀord Algebras and Generalizations . . . . . . . . . . . . . . . . . . . . . . 136 4.5 Tensor Products of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 4.6 Noncommutative Extension of Adaptedness . . . . . . . . . . . . . . . . . 144

Appendix A: Some Facts about Unital Completely Positive Maps . . . . . . . . . . . 149 A.1 Stochastic Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 A.2 Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150 A.3 The Isometry v . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 A.4 The Preadjoints C and D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 A.5 Absorbing Vector States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165 Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169

Flow Diagram for the Sections

1.1 XXXXXX XXXXX XXXXX XXXXX XXXXX 1.4 oMM 1.3 YVYVYVYVYVYYY XXXXX VVVYVYYYYYY MMM XXXXX M& XXXX, VVVVV+ YYYYYYYY, o / / / 2.5 / 2.7 1.5 1.2 2.2 2.3 2.4 O qq8 q q qq / 2.1 / 2.6 / 2.8 1.6 MMM MMM & / 3.4 / 3.3 / 3.2 1.7 RRR 3.1 MMM < << RRR MMM RRR < & << RRR RRR << 3.6 3.5 MM RRR MMM MMMMM RRR << M M& & RRR R4.1 4.4 RRRVVVVVV/ 4.2 4.3 RRR VVVV V RR( V VV+ / 4.6 4.5

Introduction

This work belongs to a ﬁeld called quantum probability or noncommutative probability. The ﬁrst name emphasizes the origins in quantum theory and the attempts to achieve a conceptual understanding of the new probabilistic features of this theory as well as the applications to physics which such a clariﬁcation can oﬀer in return. The second name, which should be read as not necessarily commutative probability, puts the subject into the broader program of noncommutative mathematics and emphasizes the development of mathematical structures. The ﬁeld has grown large and we do not intend to give a survey here but refer to the books [Da76, Me91, Pa92, Bi95, Ho01, QPC03] for diﬀerent ways of approaching it. Probability theory in the usual sense appears as a part which is referred to as classical or commutative. The core of classical probability consists of the theory of stochastic processes and in this respect noncommutative probability follows its predecessor. But the additional freedom to use noncommutative algebras oﬀers vast new possibilities. From the beginning in quantum theory it has been realized that in particular operator algebras oﬀer a rich source, i.e. algebras of operators on a Hilbert space. Especially since the eighties of the last century it has been shown that on a Hilbert space with a special structure, the Fock space, many aspects of classical probability and even rather advanced ones, can be reconstructed in the noncommutative framework in a revealing way. One of the highlights is a theory of noncommutative stochastic integration by R.L. Hudson and K.R. Parthasarathy which can be used as a tool to realize many noncommutative stochastic processes. Also the fundamental processes of classical probability, such as Brownian motion, appear again and they are now parts of noncommutative structures and processes in a very interesting way. Other aspects come into play if one tries to use the theory of operator algebras more explicitly. This is also done in this work. An important starting point for us is the work done by B. K¨ ummerer since the eighties of the last century. Here the main idea has been to consider stationary Markov processes. In classical probability Markov processes received by far the most attention

R. Gohm: LNM 1839, pp. 1–7, 2004. c Springer-Verlag Berlin Heidelberg 2004

2

Introduction

due to the richness of their algebraic and analytic properties. Stationarity, i.e. the dependence of probability distributions only on time diﬀerences, yields connections to further ﬁelds of mathematics such as dynamical systems and ergodic theory. The same is true in noncommutative probability. The structure theory of noncommutative stationary Markov processes generalizes many classical properties and exhibits new ones, giving also insights which relate probabilistic notions and models in quantum physics. Stationarity gives rise to time evolutions which are endomorphisms of operator algebras and thus provides a link between research in noncommutative probability and in operator algebras. In this theory the role of the Hilbert space becomes secondary and the abstract structure theory of operator algebras, especially von Neumann algebras, comes into view. Here we have arrived at a very interesting feature of the theory of operator algebras. While they may be deﬁned as algebras of operators on a Hilbert space, the most interesting of them, such as C ∗ −algebras or von Neumann algebras, also have intrinsic characterizations. Thus their theory can be developed intrinsically, what we have called abstract structure theory above, or one can study representation theory, also called spatial theory, which uses representations of the elements of the algebra as operators on a Hilbert space. Of course, many properties are best understood by cleverly combining both approaches. Combining both approaches should also be useful in considering noncommutative stochastic processes. A general idea behind this work can be formulated as follows: For stationary Markov processes or stationary processes in general which can be deﬁned in an abstract way, study some of their properties which become more accessible by including the spatial point of view. Similar endeavours are of course implicit in many works on noncommutative probability, but starting from abstract stationary processes we can do it more explicitly. The text is based on the author’s habilitation thesis with the more lengthy and more precise title ‘Elements of a spatial theory for noncommutative stationary processes with discrete time index’. We have already explained what we mean by ‘spatial’. The precise titel also makes clear that we do not intend to write a survey about all that is known about noncommutative processes. In particular the restriction to discrete time steps puts aside a lot of work done by quantum probabilists. While there are parts of this text where generalization to continuous time is rather obvious there are other parts where it is not, and it seems better to think about such things at a separate place. On the other hand, by this restriction we open up the possibility to discard many technicalities, to concentrate on very basic problems and to discuss the issue how a systematic theory of noncommutative stationary processes may look like. Guided by the operator algebraic and in particular the corresponding spatial point of view we explore features which we think should be elements of a general theory. We will see analogies to the theory of commutative stationary processes and phenomena which only occur in the noncommutative setting.

Introduction

3

It is encouraging that on our way we also achieve a better understanding of the already known approaches and that some applications to physics show up. It is clear however that many things remain to be done. The subject is still not mature enough for a deﬁnite top-down axiomatic treatment and there is much room for mental experimentation. Now let us become more speciﬁc. Classical Markov processes are determined by their transition operators and are often identiﬁed with them, while for the noncommutative Markov processes mentioned above this is no longer the case. A very natural link between the classical and the noncommutative case occurs when they are both present together, related by extension respectively by restriction. Using spatial theory, more precisely the GNSconstruction, we introduce the notion of an extended transition operator which acts on all bounded operators on the GNS-Hilbert space. This notion plays a central role in our theory and many sections study the delicate ways how extended transition encodes probabilistic information. While the original transition operator may act on a commutative or noncommutative algebra, the extended transition operator always acts on a noncommutative algebra and thus can only be considered as a probabilistic object if one includes noncommutative probability theory. In Chapter 1 we give the deﬁnitions and explore directly the relations between transition and extended transition. There exists a kind of duality with a dilation problem arising from the duality between algebras and commutants, and studying these problems together sheds some light on both. We introduce the concept of a weak tensor dilation in order to formulate a one-to-one correspondence between certain extensions and dilations. The study of this duality is the unifying theme of Chapter 1. We also give some examples where the extensions can be explicitly computed. In Chapter 2 we study the signiﬁcance of extended transition for Markov processes. In B. K¨ ummerer’s theory of noncommutative stationary Markov processes their coupling structure is emphasized. Such a coupling representation may be seen as a mathematical structure theorem about noncommutative Markov processes or as a physical model describing the composition of a quantum system as a small open system acted upon by a large reservoir governed by noise. In this context we now recognize that the usefulness of extended transition lies mainly in the fact that it encodes information on the coupling which is not contained in the original transition operator of the Markov process. This encoding of the relevant information into a new kind of transition operator puts the line of thought nearer to what is usual in classical probability. This becomes even more transparent if one takes spatial theory one step further and extends the whole Markov process to an extended Markov process acting on all bounded operators on the corresponding GNS-Hilbert space. Here we notice a connection to the theory of weak Markov processes initiated by B.V.R. Bhat and K.R. Parthasarathy and elaborated by Bhat during the nineties of the last century. To connect K¨ ummerer’s and Bhat’s approaches by an extension procedure seems to be a natural idea which has not been studied up to now, and we describe how it can be done in our context.

4

Introduction

For a future similar treatment of processes in continuous time this also indicates a link to the stochastic calculus on Fock space mentioned earlier. In fact, the invariant state of our extended process is a vector state, as is the Fock vacuum which is in most cases the state chosen to represent processes on Fock space. The possibility to get pure states by extension is one of the most interesting features of noncommutativity. Part of the interest in Fock space calculus always has been the embedding of various processes, such as Brownian motion, Poisson processes, L´evy processes, Markov processes etc., commutative as well as noncommutative, into the operators on Fock space. Certainly here are some natural possibilities for investigations in the future. In Chapter 2 we also explore the features which the endomorphisms arising as time evolutions of the processes inherit from the coupling representation. This results in particular in what may be called coupling representations of Cuntz algebras. A common background is provided by the theory of dilations of completely positive maps by endomorphisms, and in this rerspect we see many discrete analogues of concepts arising in W. Arveson’s theory of E0 semigroups. The study of cocycles and coboundaries connecting the full time evolution to the evolution of the reservoir leads to an application of our theory to K¨ ummerer-Maassen-scattering theory. In particular we show how this scattering theory for Markov processes can be seen in the light of a conjugacy problem on the extended level which seems to be somewhat simpler than the original one and which yields a new criterion for asymptotic completeness. An interpretation involving entanglement of states also becomes transparent by the extension picture. Quantum information theory has recently rediscovered the signiﬁcance of the study of entanglement and of related quantities. Here we have a surprising connection with noncommutative probability theory. Some interesting possibilities for computations in concrete physical models also arise at this point. Starting with Chapter 3 we propose a way to study stationary processes without a Markov property. We have already mentioned that stationarity yields a rich mathematical structure and deserves a study on its own. Further, an important connection to the theory of endomorphisms of operator algebras rests on stationarity and one can thus try to go beyond Markovianity in this respect. We avoid becoming too broad and unspeciﬁc by postulating adaptedness to a ﬁltration generated by independent variables, and independence here means tensor-independence. This leads to the concept of an adapted endomorphism. There are various ways to motivate this concept. First, in the theory of positive deﬁnite sequences and their isometric dilations on a Hilbert space it has already been studied, in diﬀerent terminology. Second, it is a natural generalization of the coupling representation for Markov processes mentioned above. Third, category theory encourages us to express all our notions by suitable morphisms and this should also be done for the notion of adaptedness. We study all these motivations in the beginning of Chapter 3 and then turn to applications for stationary processes.

Introduction

5

It turns out that in many cases an adapted endomorphism can be written as an inﬁnite product of automorphisms. The factors of this product give some information which is localized with respect to the ﬁltration and can be thought of as building the endomorphism step by step. Such a successive adding of time steps of the process may be seen as a kind of ‘horizontal’ extension procedure, not to be confused with the ‘vertical’ extensions considered earlier which enlarge the algebras in order to encode better the information about a ﬁxed time step. But both procedures can be combined. In fact, again it turns out that it is the spatial theory which makes some features more easily accessible. The applications to stationary processes take, in a ﬁrst run, the form of a structure theory for adapted isometries on tensor products of Hilbert spaces. Taking a hint from transition operators and extended transition operators of Markov processes we again deﬁne certain completely positive maps which encode properties in an eﬃcient way. We even get certain dualities between Markov processes and non-Markovian processes with this point of view. These dualities rely on the fact that the same ergodic properties of completely positive maps which are essential for our treatment of asymptotic completeness in K¨ ummerer-Maassen scattering theory also determine the asymptotics of nonlinear prediction errors and answer the question whether an adapted endomorphism is an automorphism or not. While such product representations for endomorphisms have occurred occasionally in the literature, even in the work of prominent operator algebraists such as A. Connes and V.F.R. Jones and in quantum ﬁeld theory in the form developed by R. Longo, there exists, to the knowledge of the author, no attempt for a general theory of product representations as such. Certainly such a theory will be diﬃcult, but in a way these diﬃculties cannot be avoided if one wants to go beyond Markovianity. The work done here can only be tentative in this respect, giving hints how our spatial concepts may be useful in such a program. Probably one has to study special cases to ﬁnd the most promising directions of future research. Chapter 4 provides a modest start and treats the rather abstract framework of Chapter 3 for concrete examples. This is more than an illustration of the previous results because in all cases there are speciﬁc questions natural for a certain class of examples, and comparing diﬀerent such classes then leads to interesting new problems. First we cast commutative stationary adapted processes into the language of adapted endomorphisms, which is a rather uncommon point of view in classical probability. More elaboration of the spatial theory remains to be done here, but we show how the computation of nonlinear prediction errors works in this case. Noncommutative examples include Cliﬀord algebras and their generalizations which have some features simplifying the computations. Perhaps the most interesting but also rather diﬃcult case concerns ﬁltrations given by tensor products of matrices. Our criteria can be used to determine whether the range of an adapted endomorphism is a proper subfactor of the hyperﬁnite II1 −factor, making contact

6

Introduction

to a ﬁeld of research in operator algebras. However here we have included only the most immediate observations, and studying these connections is certainly a work on its own. We close this work with some surprising observations about extensions of adapted endomorphisms, exhibiting phenomena which cannot occur for Markov processes. Remarkable in this respect is the role of matrices which in quantum information theory represent certain control gates. There is also an Appendix containing results about unital completely positive maps which occur in many places of the main text. These maps are the transition operators for noncommutative processes, and on the technical level it is the structure theory of these maps which underlies many of our results. It is therefore recommended to take an early look at the Appendix. It should be clear by these comments that a lot of further work can be done on these topics, and it is the author’s hope that the presentation in this book provides a helpful starting point for further attempts in such directions.

Preliminaries and notation N := {1, 2, 3, . . .} and N0 := {0, 1, 2, 3, . . .} Hilbert spaces are assumed to be complex and separable: G, H, K, P, . . . The scalar product is antilinear in the ﬁrst and linear in the second component. Often ξ ∈ G, ξ ∈ H, η ∈ K, η ∈ P. Ω is a unit vector, often arising from a GNS-construction. Isometries, unitaries: v, u Projection on a Hilbert space always means orthogonal projection: p, q pξ denotes the one-dimensional projection onto Cξ. Sometimes we also use Dirac notation, for example pξ = | ξξ |. Mn denotes the n × n-matrices with complex entries, B(H) the bounded linear operators on H. ‘stop’ means: strong operator topology ‘wop’ means: weak operator topology T (H) trace class operators on H T+1 (H) density matrices = {ρ ∈ T (H) : ρ ≥ 0, T r(ρ) = 1} T r is the non-normalized trace and tr is a tracial state. Von Neumann algebras A ⊂ B(G), B ⊂ B(H), C ⊂ B(K) with normal states φ on A or B, ψ on C.

Introduction

7

Note: Because H is separable, the predual A∗ of A ⊂ B(H) is separable and there exists a faithful normal state for A, see [Sa71], 2.1.9 and 2.1.10. By ‘stochastic matrix’ we mean a matrix with non-negative entries such that all the row sums equal one. We use the term ‘stochastic map’ as abbreviation for ‘normal unital completely positive map’: S, T (compare also A.1), in particular Z : B(G) → B(H). Z denotes a certain set of stochastic maps, see 1.2.1. S : (A, φA ) → (B, φB ) means that the stochastic map S maps A into B and respects the states φA and φB in the sense that φB ◦ S = φA . Preadjoints of stochastic maps: C, D, . . . Homomorphism of a von Neumann algebra always means a (not necessarily unital) normal ∗ −homomorphism: j, J Unital endomorphisms: α Conditional expectations: P, Q If w : G → H is a linear operator, then we write Ad w = w · w∗ : B(G) → B(H), even if w is not unitary. General references for operator algebras are [Sa71, Ta79, KR83]. Probability spaces: (Ω, Σ, µ) M(p, q) are the joint probability distributions for measures p, q and S(q, p) are the transition operators S with p ◦ S = q, see Section 4.1. ˜ Larger objects often get a tilde ˜ or hat ˆ, for example A. This should help to get a quick orientation but of course the conventions may be violated in speciﬁc situations and the reader has to look for the deﬁnition in the main text. We have made an attempt to invent a scheme of notation which provides a bridge between diﬀerent chapters and sections and stick to it even if it is more clumsy than it would have been possible if the parts had been treated in isolation. We think that the advantages are more important. Besides the quick orientation already mentioned, the reader can grasp connections in this way even before they are explicitly formulated. Nevertheless, there is a moderate amount of repetition of deﬁnitions if the same occurs in diﬀerent chapters to make independent reading easier. Numbering of chapters, sections and subsections is done in the usual way. Theorems, propositions, lemmas etc. do not get their own numbers but are cross-referenced by the number of the subsection in which they are contained.

2 Markov Processes

We have already mentioned earlier that the stochastic maps considered in Chapter 1 can be interpreted as transition operators of noncommutative Markov processes. This will be explained in the beginning of Chapter 2. After some short remarks about the general idea of noncommutative stochastic processes we describe the approaches of B. K¨ ummerer [K¨ u85a, K¨ u88a, K¨ u03] and B.V.R. Bhat [Bh96, Bh01] to the noncommutative Markov property. This part is a kind of survey which we also use to prepare a connection between these approaches which we develop afterwards. Namely, K¨ ummerer’s central idea of a coupling representation for the time evolution of a Markov process can also be used to analyze the structure of time evolutions for Bhat’s weak Markov processes. This is not their original presentation, and thus we spend some time to work out the details. Because of the connections between Cuntz algebra representations and endomorphisms on B(H) [Cu77, BJP96], this also leads to a notion of coupling representation for Cuntz algebras. Besides many other ramiﬁcations mentioned in the text, it may be particularly interesting to consider these structures as discrete analogues to the theory of E0 −semigroups initiated by W. Arveson [Ar89, Ar03]. The point of view of coupling representations means to look at endomorphisms as perturbations of shifts. This is further worked out by a suitable notion of cocycles and coboundaries, and we succeed to characterize conjugacy between the shift and its perturbation by ergodicity of a stochastic map. Our motivation to look at this has been some work of B. K¨ ummerer and H. Maassen [KM00] on a scattering theory for Markov processes (in the sense of K¨ ummerer). We explain parts of this work and then show how it can be understood in the light of our work before. It is possible to construct weak Markov processes as extensions of these, essentially by GNS-construction, and then the conjugacy result mentioned above gives us an elegant new criterion for asymptotic completeness in the scattering theory. Moreover, here we have a link to Chapter 1. In fact, the stochastic map, which has to be examined for ergodicity, is an extension of the (dual of) the transition operator of the Markov process, exactly in the way analyzed in Chapter 1. In other words, the

R. Gohm: LNM 1839, pp. 37–71, 2004. c Springer-Verlag Berlin Heidelberg 2004

38

2 Markov Processes

structure of the set of solutions for the extension problem is closely related to scattering theory and ﬁnds some nice applications there. We have not included some already existing work about using K¨ ummererMaassen-scattering theory for systems in physics. See the remarks in 2.6.6. But in the last section of Chapter 2 we explain a way to look at coupling representations which emphasizes the physically important concept of entanglement for states. Asymptotic completeness of the scattering theory can be interpreted as a decay of entanglement in the long run.

2.1 K¨ ummerer’s Approach 2.1.1 The Topic B. K¨ ummerer’s approach to noncommutative Markov processes (see [K¨ u85a, K¨ u85b, K¨ u88a, K¨ u88b, K¨ u03]) emphasizes so-called coupling representations which are considered to be the typical structure of such processes. Most of the work done concerns Markov processes which are also stationary. This is not so restrictive as it seems on ﬁrst sight: see in particular [K¨ u03] for a discussion how a good understanding of the structure of such processes helps in the investigation of related questions. Compare also Section 3.3. For a full picture of this theory the reader should consult the references above. Here we ignore many ramiﬁcations and concentrate on specifying a version of the theory which will be used by us later. Our version deals with discrete time steps and one-sided time evolutions. 2.1.2 Noncommutative Stochastic Processes The classical probability space is replaced by a noncommutative counterpart, ˜ We speciﬁed by a von Neumann algebra A˜ with a faithful normal state φ. want to consider stochastic processes, i.e. families of random variables. Such a process can be speciﬁed by a von Neumann subalgebra A ⊂ A˜ and a family of unital injective ∗−homomorphisms jn : A → A˜ (with n ∈ N0 ), where j0 is the identical embedding. The index n may be interpreted as time. The basic reference for this concept of a noncommutative process is [AFL82]. For n ∈ N the algebra A is translated inside of A˜ by the jn and we get ˜ in particular A0 = A. Thinking of selfadjoint subalgebras An := jn (A) ⊂ A, elements as of real-valued variables (as discussed for example in [Me91]) we can in particular look at processes (an := jn (a))n∈N0 with a ∈ A selfadjoint. However it is useful to be ﬂexible here and to include non-selfadjoint operators and also considerations on the algebras as a whole. The state φ˜ speciﬁes the ˜ a) is interpreted probabilistic content: For any selfadjoint a ˜ ∈ A˜ the value φ(˜ as the expectation value of the random variable a ˜.

2.1 K¨ ummerer’s Approach

39

2.1.3 Stationarity A classical stochastic process is stationary if joint probabilities only depend on time diﬀerences. Instead of joint probabilities we can also consider (multi-) correlations between the random variables. Similarly for our noncommutative process we say that it is stationary if for elements a1 , . . . , ak ∈ A we always have ˜ n +n (a1 ) . . . jn +n (ak )) ˜ n (a1 ) . . . jn (ak )) = φ(j φ(j 1 1 k k for all n1 , . . . , nk , n ∈ N0 . In particular φ˜ ◦ jn = φ for all n, where φ is the restriction of φ˜ to A. See [K¨ u03] for a detailed discussion. We also come back to the general theory of stationary processes in Section 3.3. Here we only note the following important feature: Stationary processes have a time evolution. This means that on the von Neumann algebra A[0,∞) generated by all An with n ∈ N0 there is a unital ∗−endomorphism α with invariant state φ˜ and such that jn (a) = αn (a) for all a ∈ A and n ∈ N0 . If A[0,∞) = A˜ the process is called minimal. (This notion diﬀers from the minimality in Section 2.2.) For a minimal stationary process it is possible to construct a two-sided extension to negative time in order to get an automorphic time evolution, but we shall concentrate our attention on the one-sided part. 2.1.4 Markov Property To deﬁne the Markov property for noncommutative processes one assumes the existence of conditional expectations, for example P = P0 : A˜ → A = A0 with ˜ This is an idempotent stochastic map which is a left inverse of the φ ◦ P = φ. embedding j0 . Its existence is not automatic in the noncommutative setting. Compare 1.6.1 and [Sa71, Ta72, AC82]. If it exists, the conditional expectation (respecting the state) from A˜ to A[m,n] , the von Neumann subalgebra of A˜ generated by all Ak with m ≤ k ≤ n, is called P[m,n] . Instead of P[n,n] we write Pn . Note that for a stationary process with (two-sided) automorphic time evolution it is enough to assume the existence of P0 and the existence of all the other conditional expectations follows from that (see [K¨ u85a], 2.1.3). Provided the conditional expectations exist we say, motivated by the classical notion, that the process is Markovian if P[0,n] (jm (a)) = Pn (jm (a)) for all a ∈ A and all m ≥ n in N0 . It suﬃces to check this for m = n + 1. Intuitively the Markov property means that the process has no memory. Some information about the transition from n to n + 1 is contained in the transition operator Tn+1 : A → A deﬁned by Pn (jn+1 (a)) = jn (Tn+1 (a)). By iteration we ﬁnd that P jn = T1 . . . Tn . In particular, if the Markov process is homogeneous, i.e. if there is a stochastic map T : A → A such that Tn = T for all n, then we see that P jn = T n forms a semigroup. This corresponds to the Chapman-Kolmogorov equation in classical probability, and T is called the transition operator of the homogeneous Markov process.

40

2 Markov Processes

2.1.5 Markov Dilation and Correlations A stationary Markov process is always homogeneous and the state φ is invariant for T . Using the time evolution α we can also write P αn |A = T n for all n ∈ N0 . For this reason a stationary Markov process with transition operator T is also called a Markov dilation of T (see [K¨ u85a, K¨ u88a]). Tn

/ (A, φ) (A, φ) HH O HH jn H H j0 P HH H# αn / ˜ ˜ ˜ φ) ˜ φ) (A, (A, Starting with T on A, the larger algebra A˜ where dilation takes place is not uniquely determined (even in the minimal case). In the quantum physics interpretation this non-uniqueness corresponds to diﬀerent physical environments of the small system A which cannot be distinguished by observing the small system alone. Mathematically the non-uniqueness reﬂects the fact that the transition operator T only determines the so-called pyramidally time-ordered correlations, by the quantum regression formula ˜ n (a∗ ) . . . jn (a∗ )jn (bk ) . . . jn (b1 )) φ(j 1 1 k k 1 k = φ(a∗1 T n2 −n1 (a∗2 T n3 −n2 (. . . T nk −nk−1 (a∗k bk ) . . .)b2 )b1 ) if a1 , . . . , ak , b1 , . . . , bk ∈ A and nk ≥ nk−1 ≥ . . . ≥ n1 in N0 . But a complete reconstruction of the process from correlations requires the knowledge of correlations for arbitrary time orderings (see [AFL82]). Not all stochastic maps T : A → A with invariant normal faithful state φ can be dilated in this way, the most immediate restriction being that T must commute with the modular automorphism group σtφ of the state φ. More details and open problems on this kind of dilation theory can be found in [K¨ u88a]. 2.1.6 Coupling Representations Very often a Markov process exhibits a certain structure which is called a coupling representation. The terminology refers to the following procedure well-known in quantum physics: To investigate the behaviour of a small system, think of it as coupled to a larger system, a so-called reservoir or heat bath. The combined system is assumed to be closed and the usual laws of quantum physics apply (Schr¨odinger’s equation etc.). Then using coarse graining arguments it is possible to derive results about the small system one is interested in. We restrict ourselves to the case of tensor product couplings, although more general couplings are possible and important, also for the theory of

2.1 K¨ ummerer’s Approach

41

noncommutative Markov processes. We say that a Markov process is given in a coupling representation (of tensor type) if the following additional ingredients are present: There is another von Neumann algebra C with a faithful normal state ψ. ∞ We form the (minimal C ∗ −)tensor product n=1 Cn , where each Cn is a copy of C. We then deﬁne the von Neumann algebra ∞C[1,∞) as the weak closure with respect to the product state ψ[1,∞) := n=1 ψn , where each ψn is a copy of ψ. The von Neumann algebra C[1,∞) represents the reservoir, and our ˜ can be obtained in such a way that A˜ is the weak ˜ φ) assumption is that (A, closure of A ⊗ C[1,∞) with respect to the state φ˜ = φ ⊗ ψ[1,∞) . The algebras A and Cn are subalgebras of A˜ in the obvious way. Further it is assumed that there is a coupling, i.e. a unital injective ∗ −homomorphism j1 : A → A ⊗ C1 . Using the conditional expectation Pψ1 : A ⊗ C1 → A, a ⊗ c → a ψ1 (c), we can deﬁne a stochastic map T : A → A given by T := Pψ1 j1 . Then the coupling j1 is a dilation (of ﬁrst order) for T and the conditional expectation is of tensor type. In particular, it is a weak tensor dilation (of ﬁrst order) in the sense introduced in Section 1.3. Additionally we have here a unital injective ∗ −homomorphism, a unital conditional expectation and the state used for conditioning ∞is faithful. Now let σ be the right tensor shift on n=1 Cn extended to the weak closure C[1,∞) . Extend Pψ1 in the obvious way to get a conditional expectation P = P0 of tensor type from A˜ to A = A0 . A time evolution α is deﬁned by α := j1 σ. This notation means that for a ∈ A and c˜ ∈ C[1,∞) we have α(a ⊗ c˜) = j1 (a) ⊗ c˜ ∈ (A ⊗ C1 ) ⊗ C[2,∞) . Thus α is actually a composition of suitable ampliﬁcations of j1 and σ, which we have denoted with the same symbol. A j1 / 6⊗ σ C ⊗

C ⊗

C ⊗ ...

Deﬁne jn (a) := αn (a) for a ∈ A and n ∈ N0 . If j1 (a) = i ai ⊗ ci ∈ A ⊗ C1 then we get the recursive formula jn (a) = i jn−1 (ai ) σ n−1 (ci ). Denote by Q[0,n] the conditional expectation from A˜ onto A ⊗ C[1,n] (of tensor type). Then we conclude that Q[0,n−1] (jn (a)) = jn−1 (T (a)) for all a ∈ A and n ∈ N. This indicates that α may be considered as the time evolution of a homogeneous Markov process with transition operator T in a slightly generalized sense. In fact, this is enough to get P jn = T n and if the conditional expectations P[0,n] exist, then we also have P[0,n−1] (jn (a)) = jn−1 (T (a)) for all a and n, which is the Markov property deﬁned in 2.1.4. ˜ = φ˜ and the process is stationary. Recall from If (φ⊗ψ1 )◦j1 = φ, then φ◦α 1.6.3 that j1 is an automorphic tensor dilation (of ﬁrst order) if there is an

42

2 Markov Processes

automorphism α1 of A⊗C1 such that j1 (a) = α1 (a⊗1I) for all a ∈ A and φ⊗ψ1 is invariant for α1 . Thus from an automorphic tensor dilation (of ﬁrst order) we can construct a stationary Markov process in a coupling representation. Note that in the automorphic case a two-sided automorphic extension of the time evolution of the Markov process to negative times can be written down immediately: just use the weak closure of 0=n∈Z Cn (with respect to the product state) and a two-sided tensor shift σ (jumping directly from n = −1 to n = 1 in our notation, the index n = 0 is reserved for A). In [K¨ u85a] this automorphic case is treated and simply called ‘tensor dilation’. Up to these remarks our terminology is consistent with [K¨ u85a]. In the automorphic case the conditional expectations P[0,n] always exist: P0 is of tensor type and the argument in ([K¨ u85a], 2.1.3) applies. Summarizing, the main result is that it is possible to construct a stationary Markov process in a coupling representation from a stochastic map T : A → A with invariant state φ whenever one ﬁnds a tensor dilation of ﬁrst order j1 with (φ ⊗ ψ1 ) ◦ j1 = φ. Results in the converse direction, i.e. showing that a stationary Markov process exhibits a coupling structure, motivate and require the study of generalized Bernoulli shifts (replacing the tensor shift used here), see [K¨ u88a, Ru95].

2.2 Bhat’s Approach 2.2.1 The Topic In the following we review B.V.R. Bhat’s notion of a weak Markov dilation (see [Bh96, Bh01]). As in Section 2.1 we send the reader to the references for the full picture and concentrate to single out a special version that will be used by us later. Again, as in Section 2.1, we consider discrete time steps and one-sided time evolutions. 2.2.2 Weak Markov Property We want to dilate a stochastic map Z : B(H) → B(H), where H is a Hilbert ˜ where H ˜ is a larger Hilbert space with orthogospace. Suppose that H ⊂ H, ˜ nal projection pH from H onto H. A family (Jn )∞ n=0 of normal (and typically ˜ is called a weak Markov non-unital) ∗ −homomorphisms Jn : B(H) → B(H) dilation of Z (or of the semigroup (Z n )∞ n=0 ) if we have (with projections ˆ [0,n] ⊂ H): ˜ p[0,n] := Jn (1I) onto H (0) J0 (x) = x pH

for all x ∈ B(H)

(1) p[0,n] Jm (x) p[0,n] = Jn (Z m−n (x))

for all x ∈ B(H), m ≥ n in N0 .

2.2 Bhat’s Approach

43

ˆ [0,n] . The dilation is called primary ˆ to be the closure of ∞ H We deﬁne H n=0 ˆ ˜ if H = H. We add some comments. Equation (0) means that J0 acts identically on ˜ as vanishing on H⊥ . Already elements of B(H), embedding them into B(H) here we see that the dilation procedure is non-unital, which is the main impact of the terminology ‘weak’. Let us write p0 instead of p[0,0] and H0 instead of ˆ [0,0] . Inserting x = 1I into equation (0) we ﬁnd p0 = J0 (1I) = pH and H0 = H. H Inserting x = 1I into equation (1) we see that the sequence (p[0,n] )∞ n=0 is increasing, i.e. p[0,m] ≥ p[0,n] for m ≥ n in N0 . Clearly (1) is a kind of Markov property similar to that in 2.1.4, also generalizing the Chapman-Kolmogorov equation of classical probability. But here the map which plays the role of the ˜ x˜ → p[0,n] x ˜ p[0,n] , is not unital on conditional expectation, namely B(H) ˜ B(H). 2.2.3 Correlations It is peculiar to such weak dilations that the not time-ordered correlations can be reduced to the time-ordered ones and therefore by assuming minimality one gets a uniqueness result (contrary to the setting in Section 2.1). In detail, deﬁne for all n ∈ N0 : H[0,n] := span{Jnk (xk )Jnk−1 (xk−1 ) . . . Jn1 (x1 )ξ : n ≥ nk , . . . , n1 ∈ N0 , xk , . . . , x1 ∈ B(H), ξ ∈ H} ˆ min be the closure of ∞ H[0,n] . Then H[0,n] ⊂ H ˆ [0,n] for all n. If and let H n=0 min ˆ ˜ then the dilation is called we have equality for all n and if further H = H, minimal. In [Bh01] it is shown that introducing a time ordering n ≥ nk ≥ nk−1 . . . ≥ n1 in the deﬁnition above does not change the space. Therefore a minimal weak Markov dilation of Z is unique up to unitary equivalence, by the quantum regression formula which here reads as follows: Jnk (xk ) . . . Jn1 (x1 )ξ, Jnk (yk ) . . . Jn1 (y1 )η = ξ, Z n1 (x∗1 Z n2 −n1 (x∗2 . . . Z nk −nk−1 (x∗k yk ) . . . y2 )y1 )η if xk , . . . , x1 , yk , . . . , y1 ∈ B(H), n ≥ nk ≥ nk−1 . . . ≥ n1 in N0 , ξ, η ∈ H. 2.2.4 Recursive Construction of the Time Evolution In [Bh96] a time evolution Jˆmin is constructed which implements the minimal weak Markov dilation. In detail, there are Hilbert spaces N , P with the n−1 following property: For all n ∈ N we have H[0,n] = H[0,n−1] ⊕ (N ⊗ 1 P) n 0 (with N ⊗ 1 P = N ) and there are unitaries wn : H ⊗ 1 P → H[0,n] such that Jn (x) = wn (x ⊗ 1I)wn∗ p[0,n] .

44

2 Markov Processes

The dimension of P is called the rank of Z. It is equal to the minimal number of terms in a Kraus decomposition of Z (see A.2.3). In fact, to construct Jˆmin as in [Bh96] one starts with the minimal Stinespring representation for Z (see A.2.2), i.e. Z(x) = (v1 )∗ (x ⊗ 1I)v1 , where v1 : H → H ⊗ P is an isometry. (The notation v1 is chosen in such a way that Z may be an extended transition operator as in 1.5.5. Indeed we want to exploit this point of view in Section 2.6. But for the moment Z is just an arbitrary stochastic map in B(H).) Then one takes N to be a Hilbert space with the same dimension as (v1 H)⊥ in H⊗P and deﬁnes u∗1 : H ⊕ N → H ⊗ P to be an arbitrary unitary extension of v1 . (In [Bh96] N and u∗1 are constructed explicitly, but the description above also works.) We deﬁne wn recursively by w1 := u1 ,

wn := (wn−1 ⊕ (1I ⊗ 1I)) (w1 ⊗ 1I) for n ≥ 2

with suitable identiﬁcations, in particular w1 on the right side acts on the n−1 n−1 n−1 n−th copy of P and (H ⊕ N ) ⊗ 1 P = (H ⊗ 1 P) ⊕ (N ⊗ 1 P) and we can check that this yields a minimal dilation, see [Bh96]. Z n (x)

H H[0,n] O

/H O / H[0,n] O

Jn (x)

wn

H⊗

n 1

wn

P

x⊗1

/ H ⊗ n P 1

ˆ min = H ˆ the subspaces Now consider inside of H H⊥ ⊥ H[0,n]

2 ⊕ (N ⊗ P) ⊕ (N ⊗ 1 P) ⊕ . . . n 1+n 2+n = (N ⊗ 1 P) ⊕ (N ⊗ 1 P) ⊕ (N ⊗ 1 P) ⊕ . . . =N

⊥ suggesting a canonical unitary from H⊥ ⊗ n1 P onto H[0,n] . It can be used to n ˆ ˆ extend wn to a unitary w ˆn : H ⊗ 1 P → H. Then there is an endomorphism ˆ satisfying Θ of B(H) Θn (ˆ x) = w ˆn (ˆ x ⊗ 1I)wˆn∗

ˆ for x ˆ ∈ B(H),

and one ﬁnds that for x ∈ B(H), n, m ∈ N0 : Θn (xpH ) = w ˆn (xpH ⊗ 1I)wˆn∗ = wn (x ⊗ 1I)wn∗ p[0,n] = Jn (x), Θm (Jn (x)) = Θm (Θn (xpH )) = Θm+n (xpH ) = Jm+n (x). In other words, Jˆmin := Θ is a time evolution for the minimal weak Markov dilation. We have Z n (x) = pH Θn (xpH ) pH for x ∈ B(H), n ∈ N0 . One may

2.3 Coupling Representation on a Hilbert Space

45

also note that starting with a non-minimal Stinespring dilation and performing the construction above one would get a primary but non-minimal dilation (with diﬀerent spaces N , P). Sometimes we shall also call the implementing endomorphism Θ a weak dilation, but one should keep in mind that Θ may also be used for other purposes. 2.2.5 Converse ˜ where H ˜ is an arbitrary Hilbert Conversely, if Θ is an endomorphism of B(H), space (inﬁnite-dimensional to get nontrivial results), and if pH is a projection ˜ which is increasing for Θ, i.e. Θ(pH ) ≥ pH , then Θ imwith range H ⊂ H plements a weak Markov dilation for Z : B(H) → B(H), x → pH Θ(xpH )|H . ˆ yields a primary This is the point of view in [Bh01]. The restriction to B(H) ˆ and in ([Bh01], chap.3) it is shown that it is always possible to dilation J, ˆ min and Jˆmin . Starting with Section 2.3 we will see reduce Θ further to get H another approach to look at all these facts.

2.3 Coupling Representation on a Hilbert Space 2.3.1 Dilation of First Order In this section we want to mix ideas from Sections 1.3, 2.1, 2.2 to construct endomorphisms which are deﬁned as couplings to a shift but which implement weak dilations. Let Z : B(H) → B(H) be a stochastic map. We have seen in 1.3.3 (with S instead of Z) that there exist weak tensor dilations (of ﬁrst order) corresponding to Stinespring representations of Z. Fix one of them. Then we have a Hilbert space K, a unit vector ΩK ∈ K and a normal ∗ −homomorphism J1 : B(H) → B(H ⊗ K) such that Z(x) = pH J1 (x)|H for all x ∈ B(H). Here H H ⊗ ΩK ⊂ H ⊗ K and pH is the projection onto H. Using 1.3.3 we also have a Hilbert space P and an isometry u1 : H ⊗ P → H ⊗ K with range J1 (1I)(H ⊗ K) such that J1 (x) = u1 (x ⊗ 1I)u∗1 = Ad(u1 )(x ⊗ 1I). Then Z(x) = (v1 )∗ (x ⊗ 1I)v1 with v1 := u∗1 |H⊗ΩK . Remark: If one starts with Hilbert spaces H, K, P, a unit vector ΩK ∈ K and an isometry u1 : H ⊗ P → H ⊗ K such that u1 u∗1 ≥ pH (= projection onto H ⊗ ΩK ⊂ H ⊗ K), then we have the setting above with suitable Z. H H ⊗O K

Z(x)

J1 (x)

u1

H⊗P

/H O / H⊗K O u1

x⊗1

/ H⊗P

46

2 Markov Processes

2.3.2 Weak Markov Dilations as Couplings We can use the idea of a coupling representation (as in 2.1.6) to construct the time evolution of a weak Markov dilation from J1 . Let (Kn , Ωn ) for all n∈N ∞ be copies of (K, ΩK ) and form the inﬁnite tensor product K[1,∞) := i=1 Ki along the given sequence of unit vectors (see [KR83], 11.5.29). We have natural embeddings K[n,m] := m i=n Ki ⊂ K[1,∞) if n ≤ m. Deﬁne the following right tensor shift: R : B(K[1,∞) ) → B(P ⊗ K[2,∞) ) y˜ → 1I ⊗ y˜. ˜ := H ⊗ K[1,∞) and an endomorphism J˜ of B(H) ˜ as follows: If Now deﬁne H ˜ B(H) x ˜ = x ⊗ y˜ ∈ B(H) ⊗ B(K[1,∞) ), then ∗ ˜ x) := u J(˜ ˜1 x ⊗ R(˜ y) u ˜1 . Here u ˜1 = u1 ⊗ 1I[2,∞) , mapping H ⊗ P ⊗ K[2,∞) into H ⊗ K ⊗ K[2,∞) . We may write J˜ = Ad(˜ u1 )(1I⊗R), or a bit inexact but giving the essentials: J˜ = J1 ◦R. This formula underlines the fact that the range of R is small enough to give meaning to a composition with J1 . B(H ⊗ K1 = ⊗ K2 ? ⊗ . . .) ?? ==

F

??R ==R J1 ?? =

==

?

B(H ⊗ P ⊗ K2 ⊗ . . .) It is easily checked that this construction determines an endomorphism J˜ ˜ and that, with the embedding H H ⊗ Ω[1,∞) ⊂ H ⊗ K[1,∞) using of B(H) the canonical unit vector Ω[1,∞) ∈ K[1,∞) , we have Z n (x) = pH J˜n (xpH )|H for all x ∈ B(H), n ∈ N0 . In other words, J˜ provides us with a weak Markov dilation for Z in the sense of Section 2.2. We shall say that the endomorphism J˜ is given in a coupling representation. The coupling between the ‘system’ B(H) and the ‘heat bath’ B(K[1,∞) ) is speciﬁed by the weak tensor dilation (of ﬁrst order) J1 . Note also that the rank of R and J˜ is dimP. 2.3.3 Discussion ˜n ˜ Restricting J˜ to H ˆ = sup ˜ The projection pH is increasing for J. n∈N J (pH )(H) ˜n ˜n ˆ Because J(lim ˜ yields a primary dilation J. n→∞ J (pH )) = limn→∞ J (pH ) min ˆ as conthe endomorphism J is unital. Using the minimal version (J1 ) structed in 1.3.5 we see that the contained minimal dilation Jˆmin starts with the space H[0,1] = (J1 )min (1I)(H ⊗ K1 ) ⊗ Ω[2,∞) in the ﬁrst order, which can be identiﬁed with the minimal Stinespring representation space of Z by 1.3.6.

2.4 Cuntz Algebra Representations

47

For the minimal version we can make P smaller and use instead Pv1 H , with ˆ min = H. ˆ notation from A.3. If J1 is already minimal (see 1.3.5) then H If J1 is unital, i.e. J1 (1I)(H ⊗ K1 ) = H ⊗ K1 (equivalently, by 1.3.3, if ˆ = H ˜ and the coupling u1 : H ⊗ P → H ⊗ K is unitary), then we get H representation directly yields a primary dilation (without restricting). Then J˜ is also unital. In particular, if H is ﬁnite-dimensional and we construct J1 from ˆ min = H, ˜ and the minimal Stinespring representation of Z as in 1.3.3, then H the coupling representation above gives us directly a minimal weak Markov dilation of Z. We see that the concepts of Section 2.2 can be naturally rediscovered here. All the assertions above can be veriﬁed directly from the deﬁnition of the coupling representation and they will become more transparent in the following sections.

2.4 Cuntz Algebra Representations 2.4.1 Cuntz Algebras ˜ We continue our study of coupling representations of endomorphisms of B(H) started in the previous section and we want to include the following wellknown connection between endomorphisms and Cuntz algebra representaˆ may be an arbitrary (inﬁnite-dimensional tions. In the following two lemmas H and separable) Hilbert space. Recall that the Cuntz algebra Od [Cu77] is generated by s1 , . . . , sd satisfying the Cuntz relations s∗k sk = 1I for all k and d ∗ k=1 sk sk = 1I (if d < ∞). For d = ∞ the last condition is replaced by orthogonality of the projections sk s∗k and convergence of the sum is only assumed for representations (in the stop-sense). 2.4.2 Cuntz Algebra Representations and Endomorphisms ˆ and Cuntz algebras is conThe connection between endomorphisms of B(H) tained in the following lemma of M. Laca [La93], compare also [Ar89, BJP96]. ˆ with rank d ≥ 2 is related to Lemma: A unital ∗ −endomorphism Θ of B(H) ˆ of the Cuntz algebra Od by a non-degenerate representation π : Od → B(H) its minimal Kraus decomposition Θ(˜ x) =

d

sk x˜ s∗k ,

ˆ x˜ ∈ B(H).

k=1

ˆ satisfy the Cuntz relations and genNamely, the operators s1 , . . . , sd ∈ B(H) erate the representation π. Conversely any non-degenerate representation of a Cuntz algebra gives rise to an endomorphism by the formula above. The

48

2 Markov Processes

ˆ are uniquely determined by Θ up to the canongenerators s1 , . . . , sd ∈ B(H) ical action τ of the unitary group U (d) on the Cuntz algebra Od given by τg (sk ) = j gjk sj for g = (gkj ) ∈ U (d). 2.4.3 Increasing Projections and Markovian Subspaces ˆ onto a subspace H. The Lemma: Let pH be an orthogonal projection from H following assertions are equivalent: d (1) pH is increasing for Θ = k=1 sk · s∗k , i.e. Θ(pH ) ≥ pH . (2) For all k = 1, . . . , d s∗k (H) ⊂ H. Proof: If s∗k (H) ⊂ H for all k = 1, . . . , d then sk (pH s∗k pH ) = sk s∗k pH = pH , ( sk pH s∗k ) pH =

i.e. Θ(pH ) ≥ pH .

Conversely if ( sk pH s∗k )pH = pH then for all k = 1, . . . , d s∗k pH = s∗k sj pH s∗j pH = pH s∗k pH , i.e. s∗k H ⊂ H.

2

O. Bratteli, P. Jorgensen, A. Kishimoto and R. Werner in [BJKW00] present a detailed investigation of {s∗k }-invariant subspaces for Cuntz algebra representations. Combining Section 2.2 with the lemma above we see that these are exactly the subspaces for which the corresponding endomorphism provides us with a weak Markov dilation of its compression. It seems appropiate to call such subspaces Markovian subspaces (with respect to the endomorphism). Compare the related notion of Markov partitions for transformations in measure theory, see [Pe89]. The ﬁrst occurrence of Markovian subspaces, in a diﬀerent terminology and direction of research, seems to be in a dilation theory of noncommuting tuples of operators by isometries in the spirit of Sz.Nagy-Foias dilation theory (see [Fr82, Po89], see also [DKS01] for new developments in this direction). 2.4.4 Kraus Decompositions Let us work it out in detail for the coupling representations introduced in ˜ = H ⊗ K[1,∞) , K[1,∞) = ∞ Ki , Ki K. Section 2.3. Then we have H i=1 Choosing an ONB { k }dk=1 of P the tensor shift R : B(K[1,∞) ) → B(P ⊗ d K[2,∞) ) can be written as R(˜ y) = ˜ rk∗ , where rk : K[1,∞) → P ⊗ k=1 rk y ˜ given by the K[2,∞) , η˜ → k ⊗ η˜. Now let J˜ be an endomorphism of B(H) ˜ coupling representation J = J1 ◦ R. If J1 : B(H) → B(H ⊗ K1 ) is given by J1 (x) = u1 (x ⊗ 1I)u∗1 with an isometry u1 : H ⊗ P → H ⊗ K1 , then J1 (x) = d ∗ k=1 bk x bk with bk := u1 |H⊗ k is the corresponding Kraus decomposition (see A.2.3). We have

2.4 Cuntz Algebra Representations

Z(x) =

(v1 )∗ (x

⊗

1I)v1

d

=

49

ak x a∗k

k=1

with v1 := u∗1 |H⊗ΩK and b∗k |H⊗ΩK = a∗k for all k. Note that dk=1 bk b∗k = J1 (1I) and also b∗k bk = 1I for all k, because u1 is isometric. Thus we already have a modiﬁcation of the Cuntz relations for the {bk }dk=1 , but these operators act between diﬀerent Hilbert spaces. / H⊗P H ⊗ kJ JJ JJbk u1 JJ JJ % H⊗K

H ⊗O keK KKK b∗ KKkK a∗ k KKK / H⊗K H ⊗ ΩK

2.4.5 Coupling Representations of Cuntz Algebras Composing the two parts analysed in 2.4.4 we get the Cuntz algebra representation associated to the primary part of the coupling representation J˜ = J1 ◦R: Proposition: ˜ x) = J(˜

d

tk x ˜ t∗k

k=1

with tk = bk rk , the composition interpreted in the natural way, explicitly: tk (ξ ⊗ η˜) = u1 (ξ ⊗ k ) ⊗ η˜. Here ξ ∈ H, η˜ ∈ K[1,∞) and on the right side η˜ has been shifted one step to the right into K[2,∞) , the free position then occupied by the image of u1 . Proof: One may argue that J˜ = J1 ◦R and bj rk = 0 for j = k. It is instructive, alternatively, to perform explicitlythe following computation. If ξ ⊗ η ⊗ η˜ ∈ d H ⊗ K1 ⊗ K[2,∞) and u∗1 (ξ ⊗ η) = k=1 ξk ⊗ k then t∗k (ξ ⊗ η ⊗ η˜) = ξk ⊗ η˜ ∈ ˜ x H ⊗ K[1,∞) . Thus for B(H) ˜ = x ⊗ y˜ ∈ B(H) ⊗ B(K[1,∞) ) we get d

tk x ˜ t∗k (ξ ⊗ η ⊗ η˜) =

k=1

=

d k=1

u1 (x ξk ⊗ k ) ⊗ y˜ η˜ =

d

tk (x ξk ⊗ y˜ η˜)

k=1 d

u1 (x ⊗ 1I)(ξk ⊗ k ) ⊗ y˜ η˜

k=1

˜ x)(ξ ⊗ η ⊗ η˜). = u1 (x ⊗ 1I)u∗1 (ξ ⊗ η) ⊗ y˜ η˜ = J(˜

2

˜ by a formula as in the proposition above then If t1 , . . . , td are given on H we call this a coupling representation of the Cuntz algebra Od . It is easily checked that the canonical U (d)−action τ on Od (see Lemma 2.4.2),

50

2 Markov Processes

˜ x) = d τg (tk ) x˜ τg (t∗ ) for giving another minimal Kraus decomposition J(˜ k k=1 any g ∈ U (d), corresponds exactly to the possible changes of ONB’s in P and thus occurs very naturally here. 2.4.6 Discussion An important special case arises if the spaces K and P have the same dimension d and can thus be identiﬁed (K P) and J1 is unital, i.e. we can think of u1 as a unitary on H ⊗ K. Compare 1.3.3 and 2.3.3. Then R is an endomorphism of B(K[1,∞) ) which corresponds to a distinguished Cuntz algebra representation. See Section 2.5 for more details. A coupling representation may thus be considered as a perturbation of R, speciﬁed by the isometry u1 . Recall that any two non-degenerate representations π and π of Od on a common Hilbert space given by s1 , . . . , sd and s1 , . . . , sd are related by sk = u sk for all k, where u is a unitary on this Hilbert space (see [BJP96]). In Proposition 2.4.5 this relation takes a speciﬁc localized form given by the structure of coupling representations. 2.4.7 Invariance Property of Markovian Subspaces t∗k |H = a∗k

Proposition:

for k = 1, . . . , d. In particular: t∗k H ⊂ H.

Proof: t∗k H ⊂ H follows from the weak Markov property stated in Section 2.3 and Lemma 2.4.3. It also comes out in the following explicit computation (with ξ1 , ξ2 ∈ H, η˜ ∈ K[1,∞) ): ξ1 ⊗ η˜, t∗k (ξ2 ⊗ Ω[1,∞) ) = tk (ξ1 ⊗ η˜), ξ2 ⊗ Ω[1,∞) = u1 (ξ1 ⊗ k ) ⊗ η˜, ξ2 ⊗ Ω[1,∞) = ξ1 ⊗ k ⊗ η˜, u∗1 (ξ2 ⊗ Ω1 ) ⊗ Ω[2,∞) = ξ1 ⊗ k ⊗ η˜,

d

a∗j (ξ2 ) ⊗ j ⊗ Ω[2,∞) = ξ1 ⊗ η˜, a∗k (ξ2 ) ⊗ Ω[1,∞) ,

j=1

i.e.

t∗k |H

=

a∗k .

2

2.4.8 Comments In [BJKW00] the authors introduce a stochastic map as a tool to investigate {s∗k }−invariant subspaces H for Cuntz algebra representations π, i.e. Markovian subspaces in our terminology. Proposition 2.4.7 shows that for coupling representations this map is nothing but the stochastic map Z = ak · a∗k we started from. The following considerations show that coupling representations are not a speciﬁc case, but rather a concrete model of the general case. We use this also to give short and streamlined proofs of some well known facts about weak Markov dilations.

2.4 Cuntz Algebra Representations

51

2.4.9 A Stochastic Map from Od into B(H) Lemma: [BJKW00] Given a1 , . . . , ad ∈ B(H) there is a stochastic map from Od to B(H) mapping skn . . . sk1 s∗j1 . . . s∗jm to akn . . . ak1 a∗j1 . . . a∗jm for all families of indices ki , ji ∈ {1, . . . , d} and all n, m ∈ N0 . Proof: Realize H as a Markovian subspace such that s∗k |H = a∗k , for example ak · a∗k . Then by constructing a coupling representation π of Od from Z = the map Od z → pH π(z)|H does the job. See ([BJKW00], 2.2) for a proof which does not use dilation theory. 2 2.4.10 Cyclicity Lemma: For Θ =

˜ sk · s∗k and a Markovian subspace H ⊂ H:

ˆ [0,n] = span {skn . . . sk1 ξ : ki ∈ {1, . . . , d}, ξ ∈ H} (1) H ˆ = π(Od )H, i.e. H is cyclic for π| ˆ (2) H H

ˆ [0,n] is the range of p[0,n] = Proof: By the deﬁnition in 2.2.2 the space H n ∗ ∗ ˆ [0,n] ⊂ span. Conversely, if ξ˜ ∈ Θ (pH ) = skn . . . sk1 pH sk1 . . . skn . Thus H ˜ This proves span, then by using the Cuntz relations one ﬁnds that p[0,n] ξ˜ = ξ. ∞ ˆ ˆ is the closure of (1). Further H n=0 H[0,n] which by (1) can be written as span{skn . . . sk1 ξ : ki ∈ {1, . . . , d}, n ∈ N0 , ξ ∈ H}. This is equal to π(Od )H because H is s∗k -invariant for all k. 2 2.4.11 Coupling Representation as a General Model ˆ of Z : B(H) → B(H) is Proposition: Any primary weak Markov dilation Θ ˆ conjugate (as a dilation) to the primary part J of a coupling representation. ˆ = u∗ J(u ˆ · u∗ )u with a unitary u, and by conjugacy Conjugacy means that Θ as a dilation we mean that additionally it is possible to choose u in such a way that it acts identically on H. Compare ([Bh01], 2.2). As already noted in 2.3.3, if J1 is unital then the coupling representation J˜ itself is already ˆ primary, i.e. J˜ = J. Proof: It is shown in ([BJKW00], 5.1), that the operators a1 , . . . , ad on a Markovian subspace H determine s1 , . . . , sd up to unitary equivalence on π(Od )H. The unitary acts identically on H. In fact, this is nothing but the uniqueness up to unitary equivalence of the minimal Stinespring representation of the stochastic map deﬁned in Lemma 2.4.9. See ([BJKW00], sect.4) how this can be developed into a kind of commutant lifting theorem. By ˆ of the corresponding primary weak Lemma 2.4.10(2) π(Od )H is the space H Markov dilation. We conclude that any two primary dilations Jˆ(1) , Jˆ(2) with

52 (1)

2 Markov Processes (2)

(sk )∗ |H = a∗k = (sk )∗ |H for all k are conjugate (as dilations). We have already shown above that one can start with an arbitrary Kraus decomposition (or Stinespring representation) of Z and construct J1 and J˜ from it. Thus in every conjugacy class there are also coupling representations. 2 2.4.12 Deﬁciency Index of a Primary Dilation Proposition: ([Bh01], B.2) ˜ is a complete invariant for conjugacy The number d (= dimP = rank J) classes of primary weak Markov dilations of Z. ˜ then conjugacy is not possible. Proof: Diﬀerent d means a diﬀerent rank of J, (1) (2) But J = J with the same d corresponds to Kraus decompositions Z(x) =

d

(1)

(1)

ak x (ak )∗ =

k=1

d

(2)

(2)

ak x (ak )∗ .

k=1 (2)

Then by A.2.6 there exists a unitary matrix g ∈ U (d) such that ak = (1) j gjk aj . As shown in 2.4.11 this implies that up to unitary equivalence (2) (1) (1) we also have sk = j gjk sj = τg (sk ). Using Lemma 2.4.2 we see that the corresponding endomorphisms Jˆ(1) and Jˆ(2) are conjugate. 2 This result has also been obtained by Bhat in ([Bh01], B.2) by diﬀerent means. He calls the diﬀerence (rank Jˆ − rank Z) the deﬁciency index of the primary dilation. The proof given here emphasizes that the deﬁciency index has its origin in the diﬀerence between non-minimal and minimal Kraus decompositions (or Stinespring representations) of Z. For the primary part of a coupling representation we see that conjugacy only depends on v1 (together with dimP), not on its extension u∗1 . In other words, the arbitrariness involved in this extension as described in 1.3.3 is not important if we consider dilations up to conjugacy. Note also that the equivalence relation relevant here is not the (ﬁne) equivalence of weak tensor dilations of ﬁrst order considered in Section 1.4, but only the (coarse) unitary equivalence of Stinespring representations.

2.5 Cocycles and Coboundaries 2.5.1 Special Setting As in the previous sections, let Z : B(H) → B(H) be a stochastic map and ˜ → B(H) ˜ the time evolution of a weak Markov dilation given in J˜ : B(H) a coupling representation. Let us further assume that we are in the special situation discussed in 2.4.6, i.e. we have an identiﬁcation K P and u1 is a ˆ The essentials of the following unitary on H ⊗ K. Then J1 is unital and J˜ = J. arguments come out most clearly in this important special case. We shall see in 2.5.7 what modiﬁcations are necessary in the general case.

2.5 Cocycles and Coboundaries

53

2.5.2 Cocycles We have J˜ = Ad(˜ u1 )(1I ⊗ R) on B(H ⊗ K[1,∞) ), where R : B(K[1,∞) ) → B(K[1,∞) ) y˜ → 1I ⊗ y˜ is an endomorphism of B(K[1,∞) ). Computing iterates we ﬁnd J˜n = Ad(w˜n )(1I ⊗ R)n with w ˜n := u˜1 (1I ⊗ R)(˜ u1 ) . . . (1I ⊗ R)n−1 (˜ u1 ). ∞ By analogy with cohomology of groups it is natural to call the family w ˜n n=1 a unitary cocycle. It satisﬁes the cocycle equation ˜n (1I ⊗ R)n (w˜m ). w ˜n+m = w See the introduction of [LW00] for a survey how similar notions of cocycles have been used in noncommutative probability theory. 2.5.3 Coboundaries ˜ Let q∞be a projection in B(H) ﬁxed by 1I ⊗ R. We say that the unitary cocycle w ˜n n=1 is a coboundary (with projection q) if there is an isometry w ∈ ˜ with range q H ˜ and such that w B(H) ˜1 = w∗ (1I ⊗ R)(w). Because ww∗ = q is ﬁxed by 1I ⊗ R we get w ˜n = u ˜1 . . . (1I ⊗ R)n−1 (˜ u1 ) = w∗ (1I ⊗ R)(w) . . . (1I ⊗ R)n−1 (w∗ )(1I ⊗ R)n (w) = w∗ (1I ⊗ R)n (w). Proposition: J˜ and (1I ⊗ R)| ˜ q are conjugate if and only if u1 can be q B(H) chosen in such a way that (w ˜n )∞ n=1 is a coboundary (with projection q). Proof: If u˜1 = w ˜1 = w∗ (1I ⊗ R)(w), then ˜ x) = u J(˜ ˜1 (1I ⊗ R)(˜ x) u˜∗1 = w∗ (1I ⊗ R)(w x˜ w∗ )w, proving conjugacy. Conversely we ﬁnd that u˜∗1 w∗ (1I ⊗ R)(w) commutes with ˜ i.e. u (1I ⊗ R)(˜ x) for all x ˜ ∈ B(H), ˜∗1 w∗ (1I ⊗ R)(w) = y ∈ B(K1 ). The modiﬁed † u1 = u1 y generates the same endomorphism J˜ (because yy ∗ = 1I) and satisﬁes u†1 = w∗ (1I ⊗ R)(w). 2

54

2 Markov Processes

2.5.4 R as a Shift Let us consider some properties of R on B(K[1,∞) ). Clearly R satisﬁes the abstract shift property introduced by R.T. Powers in [Pow88]: Rn (B(K[1,∞) ) = C1I. n≥0

Another terminology for this property is ‘pure’. The vector state Ω[1,∞) is invariant for R, i.e. Ω[1,∞) , y˜ Ω[1,∞) = Ω[1,∞) , R(˜ y) Ω[1,∞) . A theorem of Powers [Pow88] states that shifts with invariant vector states are classiﬁed by their rank up to conjugacy. Thus R is just a convenient model for this type of endomorphism. In [BJP96] it is called the Haar shift because the corresponding Cuntz algebra representation is related to the Haar wavelet. In our setting the rank is d = dimK. 2.5.5 Invariant Vector States Consider the case that Z : B(H) → B(H), x → (v1 )∗ x ⊗ 1 v1 has an invariant vector state given by a unit vector ΩH ∈ H, i.e. ΩH , xΩH = ΩH , Z(x)ΩH for all x ∈ B(H). By A.5.1 there is a unit vector ΩK ∈ K such that v1 ΩH = ΩH ⊗ ΩK . Using ΩK we have u1 , J1 , J˜ as before. From v1 = u∗1 |H⊗ΩK we conclude that u1 ΩH ⊗ ΩK = ΩH ⊗ ΩK . Lemma: If Z has an invariant vector state given by ΩH ∈ H, then J˜ has an invariant vector state given by ΩH˜ := ΩH ⊗ Ω[1,∞) . Proof: ˜ ⊗ y˜)Ω ˜ = ΩH ⊗ Ω[1,∞) , u ΩH˜ , J(x ˜1 (x ⊗ R(˜ y )) u˜∗1 ΩH ⊗ Ω[1,∞) H = u∗1 (ΩH ⊗ ΩK ) ⊗ Ω[2,∞) , (x ⊗ 1I ⊗ y˜)u∗1 (ΩH ⊗ ΩK ) ⊗ Ω[2,∞) = ΩH , xΩH Ω[1,∞) , y˜Ω[1,∞) = ΩH˜ , x ⊗ y˜ ΩH˜ .

2

2.5.6 Existence of Coboundaries and Ergodicity of Z After these preparations we shall now examine the existence of coboundaries ˜ which is the with projection q := q[1,∞) onto K[1,∞) ΩH ⊗ K[1,∞) ⊂ H, natural domain for R to act. We shall also ﬁnd a formula for computing the isometry w in this case.

2.5 Cocycles and Coboundaries

55

Recall that Z is ergodic if its only ﬁxed points are multiples of the identity. An invariant state φ is called absorbing if Z n (x) converges to φ(x)1I for all x ∈ B(H) in the weak∗ sense, or equivalently, if Z∗n (x)ψ → φ for all ψ ∈ B(H)∗ in the weak sense. Compare A.5. Theorem: Let Z : B(H) → B(H) be a stochastic map with an invariant vector state given by ΩH ∈ H. Further assume that K P and u1 is a unitary on H ⊗ K (see 2.5.1 and 2.5.5). The following assertions are equivalent: (1) Z is ergodic. (2) The invariant vector state is absorbing. (3) For all ξ ∈ H we have for n → ∞

q[1,∞) w ˜n∗ (ξ ⊗ Ω[1,∞) ) −→ ξ

(4) For all ξ ∈ H we have for n → ∞

q[1,∞) (1I ⊗ R)n−1 (v1 ) . . . (1I ⊗ R)(v1 ) v1 (ξ ⊗ Ω[1,∞) ) −→ ξ

˜ with range K[1,∞) such that (5) There is an isometry w ∈ B(H) w = stop − lim w ˜n∗ n→∞

˜ with range K[1,∞) such that (6) There is an isometry w ∈ B(H) u˜1 = w∗ (1I ⊗ R)(w),

∞ i.e. w ˜n n=1 is a coboundary (with projection q[1,∞) ). ˜ with range K[1,∞) such that (7) There is an isometry w ∈ B(H) ˜ x) = w∗ (1I ⊗ R)(w˜ J(˜ xw∗ ) w

˜ for all x ˜ ∈ B(H).

(8) J˜ is conjugate to R. Remarks: The stochastic map Z depends only on v1 = u∗1 |H⊗ΩK , and also in (4) it becomes explicit that only this restriction of u∗1 is relevant for the decision whether we are in the situation described by the theorem or not. Compare 2.4.12. Note that in (4) the isometry v1 has to be understood as v1 ⊗1I but here we omit the ˜ put to u1 in the same situation. (3) and (4) will get a more intuitive interpretation later when we consider applications to scattering theory, see Sections 2.6-2.8. (5) and (6) can be viewed as mutual inverses, in particular the operators u1 and w determine each other. As indicated above, if only Z is given then there is some freedom in choosing u1 and w. ˜ B(H) Ad(w)

B(K[1,∞) )

J˜

R

/ B(H) ˜

Ad(w)

/ B(K[1,∞) )

56

2 Markov Processes

Proof: If Z is ergodic then we can use the commutant lifting result in ([BJKW00], 5.1, compare also 2.4.11) to conclude that the Cuntz algebra ˆ by representation associated to J˜ is irreducible on π(Od )H. But π(Od )H = H ˆ =H ˜ by assumption (see 2.5.1). Therefore in this case Lemma 2.4.10 and H ˜ π(Od ) is irreducible on H. By ([BJP96], 3.3) this implies that J˜ is ergodic. Furthermore we have already shown in Lemma 2.5.5 that J˜ has an invariant vector state given by ΩH˜ . Reﬁning the theorem of Powers cited in 2.5.4 it is also true that an ergodic endomorphism with an invariant vector state is classiﬁed by its rank up to conjugacy (see [BJP96], 4.2). Thus J˜ is conjugate to R. We have shown (1) ⇒ (8). To prove (8) ⇒ (2) we ﬁrst show that Ω[1,∞) gives an absorbing vector state for R. Weak convergence to this state is immediate if we start with vector states given by η1 ⊗ . . . ⊗ ηk ⊗ Ωk+1 ⊗ Ωk+2 ⊗ . . . ∈ K[1,∞) (where the ηi are unit vectors in K). But such vectors are total in K[1,∞) . Therefore the convergence is valid for all pure states. Taking convex combinations and weak closure completes the argument. Now if J˜ is conjugate to R by (8), it ˜ Because ˜ follows that the J−invariant vector state ΩH˜ must be absorbing for J. ΩH˜ = ΩH ⊗ Ω[1,∞) we conclude by restricting to H that the vector state given by ΩH is absorbing for Z. For (2) ⇒ (1) see A.5.2. We now prove (2) ⇒ (3). Consider the unitary cocycle w ˜n := u˜1 (1I ⊗ R)(˜ u1 ) . . . (1I ⊗ R)n−1 (˜ u1 ) with n ∈ N. For ξ ∈ H and x ∈ B(H) we compute w˜n∗ (ξ ⊗ Ω[1,∞) ), x⊗1Iw ˜n∗ (ξ ⊗ Ω[1,∞) ) = ξ ⊗ Ω[1,∞) , w ˜n (x⊗1I)w ˜n∗ (ξ ⊗ Ω[1,∞) ) = ξ ⊗ Ω[1,∞) , J˜n (x ⊗ 1I)(ξ ⊗ Ω[1,∞) ) = ξ, Z n (x)ξ. If x = pΩH , the one-dimensional projection onto C ΩH , we conclude from (2), i.e. the vector state given by ΩH is absorbing for Z, that ξ, Z n (pΩH )ξ −→ ξ, ξ ΩH , pΩH ΩH = ξ 2 . Inserting x = pΩH above and using the fact that q[1,∞) = pΩH ⊗ 1I we ﬁnd that ˜n∗ (ξ ⊗ Ω[1,∞) ) −→ ξ for n → ∞,

q[1,∞) w which is (3). (3) and (4) are equivalent because w ˜n∗ |H = (1I ⊗ R)n−1 (v1 ) . . . (1I ⊗ R)(v1 ) v1 .

2.5 Cocycles and Coboundaries

57

∗ ˜ converges for all ξ˜ ∈ H. ˜ To prove (3) ⇒ (5) we have to show that w ˜n (ξ) ˜ It suﬃces to consider the total set of vectors of the form ξ = ξ ⊗ η1 ⊗ . . .⊗ ηk ⊗ Ωk+1 ⊗ Ωk+2 . . . ∈ H ⊗ K[1,∞) . Note that (1I ⊗ R)j (u∗1 ) acts nontrivially only on H and Kj+1 . Concentrating our attention on the factors (1I ⊗ R)j (u∗1 ) with j ≥ k we ﬁnd that it even suﬃces to prove the convergence of wn∗ (ξ ⊗Ω[1,∞) ) for all ξ ∈ H. Suppose m > n. Then ∗ ˜n∗ (ξ⊗Ω[1,∞) ). −w ˜n∗ )(ξ⊗Ω[1,∞) ) = (1I⊗R)m−1 (˜ u∗1 ) . . . (1I⊗R)n (˜ u∗1 )−1IH˜ w (w ˜m u∗1 ) Because w ˜n∗ (ξ ⊗ Ω[1,∞) ) ∈ H ⊗ K[1,n] and ΩH ⊗ Ωj+1 is ﬁxed by (1I ⊗ R)j (˜ we ﬁnd that (1I ⊗ R)m−1 (˜ u∗1 ) . . . (1I ⊗ R)n (˜ u∗1 ) − 1IH˜ q[1,∞) w ˜n∗ (ξ ⊗ Ω[1,∞) ) = 0. ∗ ˜n (ξ ⊗ But the part which is orthogonal to q[1,∞) tends to zero by (3). Thus w ˜ It is already clear that Ω[1,∞) ) is a Cauchy sequence and converges in H. ˜ Deﬁning w as in (5) by the limit belongs to K[1,∞) ∼ = ΩH ⊗ K[1,∞) ⊂ H. ∗ ˜n we thus know that the range of w is contained in w = stop − limn→∞ w K[1,∞) . It remains to show that K[1,∞) is contained in the range of w. Again u1 ) it is evident that the vector because ΩH ⊗ Ωj+1 is ﬁxed by (1I ⊗ R)j (˜ w ˜n (ΩH ⊗ η1 ⊗ . . . ⊗ ηk ⊗ Ωk+1 ⊗ Ωk+2 . . .) for n > k does not depend on n. It follows that w ˜n (˜ η ) is convergent in norm for all η˜ ∈ K[1,∞) because this is true on a total subset. The proof of (3) ⇒ (5) is ﬁnished by applying the following ∗ Lemma: Let w ˜n be a sequence of unitaries which converges to w in the stop-topology. Then ξ is in the range of w if and only if w ˜n (ξ) is convergent in norm. The lemma can be proved by combining the following elementary facts: w˜n converges to w∗ in the wop-topology. A weakly convergent sequence of unit vectors is convergent in norm if and only if the limit is a unit vector. ξ is in the range of w if and only if w∗ (ξ) = ξ . We return to the proof of the theorem. ∗ If we start with (5), then by assump˜ the sequence w tion for all ξ˜ ∈ H ˜n+1 ξ˜ converges to a vector wξ˜ ∈ K[1,∞) . Again applying the lemma above we see that for all η˜ ∈ K[1,∞) we get η ) − w∗ (˜ η ) → 0 for n → ∞. We combine this to get

w ˜n (˜ u1 ) . . . (1I ⊗ R)n (˜ u1 )(1I ⊗ R)n (˜ u∗1 ) . . . (1I ⊗ R)(˜ u∗1 )˜ u∗1 u˜∗1 = (1I ⊗ R)(˜ stop

∗ = (1I ⊗ R)(w ˜n ) w ˜n+1 → (1I ⊗ R)(w∗ ) w

for n → ∞.

This means that u ˜1 = w∗ (1I ⊗ R)(w) and shows (5) ⇒ (6). (6) ⇒ (7) follows as in Proposition 2.5.3. Finally if we interpret w as a ˜ to K[1,∞) , then (7) tells us that J˜ and R are conjugate, i.e. unitary from H we have (8). 2

58

2 Markov Processes

2.5.7 General Case Let us indicate the modiﬁcations necessary without the simplifying assumptions K P and u1 unitary on H ⊗ K announced in 2.5.1. For a bounded operator m m P ⊗ K[m+1,∞) → P ⊗ K[m +1,∞) y˜ : 1

we deﬁne Rn (˜ y ) := y) : Rn (˜

n 1

n+m

1

1IP ⊗ y˜, such that

P ⊗ K[n+m+1,∞) →

n+m

1

P ⊗ K[n+m +1,∞) .

1

Thus, strictly speaking, Rn stands for a whole family of ampliﬁcation maps depending on m and m . Then with u1 : H ⊗ P → H ⊗ K isometric and u ˜1 = u1 ⊗ 1I[2,∞) as in 2.3.1 and 2.3.2, we can further deﬁne w ˜n := u˜1 (1I ⊗ R1 )(˜ u1 ) . . . (1I ⊗ Rn−1 )(˜ u1 ) : H ⊗

n

˜ P ⊗ K[n+1,∞) → H.

1

Then we get

J˜n (˜ x) = w ˜n (1I ⊗ Rn )(˜ x) w ˜n∗ .

w ˜n is an isometric cocycle in a somewhat generalized sense, satisfying the cocycle equation w ˜n+m = w ˜n (1I ⊗ Rn )(w˜m ). ˜n acts trivially, we have an isometry wn : H ⊗ Ignoring K[n+1,∞) where w n ˜ P → H ⊗ K . If we identify H ⊗ K[1,n] H ⊗ K[1,n] ⊗ Ω[n+1,∞) ⊂ H, [1,n] 1 ˆ then the range of wn is H[0,n] , with notation consistent to that in Section 2.2. ˜ H ) = w1 w∗ and In fact, p[0,1] = J(p 1 ∗ p[0,n] = J˜n (pH ) = J˜n−1 (w1 w1∗ ) = wn−1 (1I ⊗ Rn−1 )(w1 w1∗ ) wn−1 ∗ = wn−1 (1I ⊗ Rn−1 )(w1 ) (1I ⊗ Rn−1 )(w1 )∗ wn−1 = wn wn∗

by the cocycle equation with m = 1. Similarly the recursive procedure for constructing wn given in 2.2.4 is nothing but a version of the cocycle equation with m = 1 where additive increments are made explicit. To see that we write ˆ [0,n] = wn (H ⊗ H

n

P) = wn−1 (1I ⊗ Rn−1 )(w1 )(H ⊗

n

1

P).

1

Now deﬁne N ⊂ H ⊗ Kn by (1I ⊗ Rn−1 )(w1 )(H ⊗

n 1

n−1 n−1 P) = H ⊗ P ⊗ Ωn ⊕ P ⊗N . 1

1

2.5 Cocycles and Coboundaries

59

Obviously for diﬀerent n the space N has the same size and it is therefore natural to think of the above deﬁnition as of an embedding of an abstract Hilbert space N into H ⊗ Kn . Then ˆ [0,n] = wn−1 (H ⊗ H

n−1

P ⊗ Ωn ⊕

n−1

1

P ⊗ N)

1

n−1 ˆ [0,n−1] ⊕ wn−1 ( P ⊗ N ), =H 1

which shows that ˆ [0,n] H ˆ [0,n−1] H

n−1

P ⊗ N.

1

This is the formula from 2.2.4, where the minimal case has been treated. interpreting the domain H ⊗ and nRegrouping terms in the tensor product n ˜n as H ⊗ K[1,∞) ⊗ 1 P (permutation and left shift), 1 P ⊗ K[n+1,∞) of w ˜ ⊗ n P into H. ˜ Restricting we we can think of w ˜ as an operator from H 1 n n n ∗ ˆ⊗ ˆ ˆ x) = w get w ˆn : H ˆn x ˆ ⊗ 1I w ˆn as formulas for primary 1 P → H and J (ˆ dilations. Again this notation is consistent with 2.2.4, but in this section we continue to work without the regrouping. If Z has an invariant vector state given by a unit vector ΩH ∈ H, then by A.5.1 there is a unit vector ΩP ∈ P such that v1 ΩH = ΩH ⊗ ΩP . Because v1 = u∗1 |H⊗ΩK we have u1 ΩH ⊗ ΩP = ΩH ⊗ ΩK . Using the distinguished inﬁnite tensor product P[1,∞) := ∞ unit vector ΩP we can form 1 P and the ∞ a right tensor shift on B( 1 P) denoted by R . By q we denote the [1,n] n Pn n n projection from H ⊗ 1 P onto 1 P ΩH ⊗ 1 P ⊂ H ⊗ 1 P. Similarly for n = ∞. Restricting to the primary part Jˆ of the dilation we can now write down the general version of Theorem 2.5.6. Because the arguments in the proof are similar we only give the result. Theorem: Let Z : B(H) → B(H) be a stochastic map with an invariant vector state given by ΩH ∈ H. The following assertions are equivalent: (1) Z is ergodic. (2) The invariant vector state is absorbing. (3) For all ξ ∈ H we have for n → ∞

q[1,n] wn∗ (ξ ⊗ Ω[1,n] ) −→ ξ

(4) For all ξ ∈ H we have for n → ∞

q[1,∞) (1I ⊗ RP )n−1 (v1 ) . . . (1I ⊗ RP )(v1 ) v1 (ξ ⊗ Ω[1,∞) ) −→ ξ

ˆ → P[1,∞) such that (5) There is a unitary w : H w = stop − lim w ˜n∗ n→∞

60

2 Markov Processes

ˆ → P[1,∞) such that (6) There is a unitary w : H u ˜1 = w∗ (1I ⊗ R1 )(w). ˆ → P[1,∞) such that (7) There is a unitary w : H ˆ x) = w∗ RP (wˆ J(ˆ xw ∗ ) w

ˆ for all x ˆ ∈ B(H).

(8) J˜ is conjugate to RP . In (4) we have to amplify v1 in the natural way. Beginning with (5) we have to use P[1,∞) ΩH ⊗ P[1,∞) ⊂ H ⊗ P[1,∞) . Again (5) provides a way to compute the operator w which gives the conjugacy between Jˆ and RP stated in (8). In (6), to interpret w as an argument of 1I ⊗ R1 , we have to take m = 0, m = ∞ in the deﬁnition of R1 in the beginning of the section. We have the same w in all assertions and it follows that whenever Jˆ is conjugate to a shift RP then the conjugacy is of the type characterized in the theorem. ˆ B(H) Ad(w)

B(P[1,∞) )

Jˆ

RP

/ B(H) ˆ

Ad(w)

/ B(P[1,∞) )

in [Ar89] introduced the notion of product For E0 −semigroups W. Arveson ∞ systems, see also [Ar03]. The space 1 P corresponds to the discrete product system associated to the weak dilation Jˆ by Bhat in [Bh96]. It is therefore important to recognize that it is exactly the shift RP on this space which in the ergodic situation with invariant vector state turns out to be conjugate to Jˆ. Note that Theorem 2.5.7 provides a discrete analogue for conjugacies between E0 −semigroups and CCR-shifts, compare [Pow88, Ar89, Bh01, Ar03]. Note also that the conjugacy considered in this section is conjugacy of endomorphisms, not conjugacy of dilations (compare 2.4.11). Here we get examples where quite diﬀerent Z give rise to conjugate endomorphisms.

2.6 K¨ ummerer-Maassen-Scattering Theory 2.6.1 An Application We want to give an application of the previous results to K¨ ummerer-Maassenscattering theory. In this section we prepare this by giving a sketch of this theory. Instead of repeating the contents of [KM00], where the reader can ﬁnd many more details, we give a motivating account and introduce the basics in such a way that the intended application ﬁts smoothly, see Section 2.7.

2.6 K¨ ummerer-Maassen-Scattering Theory

61

2.6.2 Scattering in Physics In physics a situation like the following gives rise to scattering theory: (see [RS78])

u

u0

O

ξ

ξ0

Here the straight line symbolizes a unitary evolution u0 on a Hilbert space which is interpreted as the free dynamics of a system. But the obstacle O causes the system to follow instead the perturbed dynamics u. In large distances from O the diﬀerence can be made small, i.e. un ξ − un0 ξ0 → 0 for n → ∞. If this works for all vectors in the Hilbert space then the system is called asymptotically complete. More precisely, we have asymptotic completen ness if there exists a so-called Møller operator Φ− := stop − limn→∞ u−n 0 u . Then Φ− intertwines the free and the perturbed dynamics: −(n−1) n−1

n u0 Φ− = u0 lim u−n 0 u = lim u0 n→∞

n→∞

u

u = Φ− u.

If Φ− is invertible then the free and the perturbed dynamics are unitarily equivalent. 2.6.3 Scattering and Unitary Dilations A similar situation arises in mathematics in the study of contractions. Let t : H → H be a contraction of a Hilbert space, i.e. t ≤ 1. One deﬁnes a so-called rotation matrix (see [SF70, FF90], see also 3.1.5 for more details): 1 t (1I − t t∗ ) 2 u1 := 1 (1I − t∗ t) 2 −t∗ Then u1 : H ⊕ H → H ⊕ H is unitary and pH u1 |H = t. From this one gets ˜ satisfying a unitary dilation of t, i.e. a unitary u on a larger Hilbert space H

62

2 Markov Processes

pH un |H = tn for all n ∈ N0 , which can be constructed as an additive version ˜ = of a coupling representation: H n∈Z Hn with copies Hn of H, and H ˜ identiﬁed with H0 as a subspace of H. Then deﬁne u := u1 r with u1 as above acting on H0 ⊕ H1 and r the right shift on 0=n∈Z Hn (jumping in one step ˜ by identity. It should be clear that from n = −1 to n = 1), both extended to H the same idea is used here as in the multiplicative coupling representations discussed in 2.1 and 2.3. See also [K¨ u88a] for a more detailed discussion of that. We now get a problem similar to scattering if we consider r as free and u as perturbed dynamics. It is easy but instructive to work it out. A typical result is: There exists a Møller operator Φ− = stop − lim r−n un with range 0=n∈Z Hn stop if and only if tn → 0. Such a Møller operator, if it exists, also yields a unitary equivalence of the isometries u−1 |H(−∞,0] and r−1 |H(−∞,−1] . Along more reﬁned lines a detailed structure theory of contractions can be developed. References containing further information are [LP67, SF70, Be88, FF90]. 2.6.4 Scattering for Markov Processes The idea of K¨ ummerer-Maassen-scattering theory is to examine scattering for coupling representations of Markov processes, as described in Section 2.1. Then the Møller operator, if it exists, yields a conjugacy between the Markov dilation α and a Bernoulli shift σ (a tensor shift in the setting of Section 2.1). To write down the Møller operator one uses the two-sided version. We do this with the notation of Section 2.1, with φ˜ denoting the (two-sided) product state and · φ˜ denoting the corresponding Hilbert space norm etc. Proposition: (see [KM00], 3.3) The following conditions are equivalent: −n n (1) The Møller operator Φ− = limn→∞ σ α exists and its range is the weak closure of 0=n∈Z Cn (asymptotic completeness). The limit is understood pointwise with respect to · φ˜ or, equivalently, weak∗ . ˜ con(2) limn→∞ Q αn (a) φ˜ = a φ˜ for all a ∈ A. Here Q is the φ-preserving ditional expectation (of tensor type) onto the weak closure of 0=n∈Z Cn .

In this case σ Φ− = Φ− α, and Φ− provides us with a conjugacy as mentioned above. 2.6.5 Asymptotic Completeness In [KM00] there are further criteria for asymptotic completeness, i.e. property (1) above, but we shall not examine them here. Instead let us point out that

2.7 Restrictions and Extensions

63

an immediate analogue of the criterion in 2.6.3, in terms of the transition operator T : A → A of the Markov process, does not work. Consider a ˜ ∈ A ⊗ C[1,∞) . Then if Q˜ a=a ˜ we have a ˜ = 1I ⊗ c˜. Then for P = ˜ = ψ[1,∞) (˜ c)1I = P0 , the conditional expectation onto A, we conclude that P a ˜ φ(˜ a)1I. If we have asymptotic completeness then by the equivalent property (2) this situation occurs in the limit n → ∞. Thus for a ∈ A we get T n (a) = P αn (a) −→ φ(a)1I. In other words, the state φ is absorbing for T , compare A.5. However the converse fails: φ absorbing for T does not imply asymptotic completeness. Some thought should indeed convince the reader that T n (a) does not contain enough information about αn (a) to control Q αn (a) in the way required in 2.6.4(2). Using the analysis of the situation in Section 2.7 we can see that the simplest example for the failure has been constructed in 1.7.2. See the discussion in 2.7.5. Again, as in 2.6.3, we may note that in the case of asymptotic completeness the Møller operator provides us with a conjugacy between α−1 on A⊗C(−∞,−1] and σ −1 on C(−∞,−1] (weak closures are required). This shows that the conjugacy revealed by K¨ ummerer-Maassen-scattering theory is essentially a conjugacy of one-sided dynamical systems. In the following section we shall examine how this is related to the results in Section 2.5. 2.6.6 Further Work Let us review some further work on these topics. A study of commutative Markov processes with respect to scattering has been completed by T. Lang in [Lan02]. This can be combined with the results of the author outlined in the following sections, see the joint work with B. K¨ ummerer and T. Lang in [GKL]. Applications to physics, in particular to experiments with micromasers, have been explored by T. Wellens, A. Buchleitner, B. K¨ ummerer and H. Maassen in [WBKM00]. These developments show clearly that it is worthwhile to take a closer look at the mathematical structure of this kind of scattering theory.

2.7 Restrictions and Extensions 2.7.1 Restrictions of Weak Markov Dilations In this section we want to discuss how the conjugacy results for Markov processes on diﬀerent levels, which have been presented in the previous sections, are related to each other. Suppose we have a coupling representation J˜ for a weak Markov dilation of a stochastic map Z : B(H) → B(H), as described in 2.3.1. Let us consider the case with K P and u1 ∈ B(H ⊗ K) unitary, see 2.4.6. If there are vector

64

2 Markov Processes

states given by ΩH ∈ H and ΩK ∈ K such that u1 ΩH ⊗ ΩK = ΩH ⊗ ΩK , then we have a automorphic weak dilation in the sense of 1.6.3. Now suppose further that A ⊂ B(H) and C ⊂ B(K) are von Neumann subalgebras such that Ad(u1 )(A ⊗ C) = A ⊗ C. Restriction of the vector states given by ΩH and ΩK yields normal states φ of A and ψ of C. Now construct the von Neumann algebras C[1,∞) with state ψ[1,∞) and A˜ with state φ˜ as done ˜ in the obvious way. We in 2.1.6. They are subalgebras of B(K[1,∞) ) and B(H) can also restrict the whole dilation: α1 := Ad(u1 )|A⊗C , σ := R|C[1,∞) , ˜ ˜ α := J| A

It is easy to check that in all cases the restrictions leave the algebra invariant. Except for the fact that the states obtained are not necessarily faithful, we get a noncommutative Markov process in the sense of K¨ ummerer, compare Section 2.1. 2.7.2 Conjugacy by Restriction Suppose now that we are in the situation characterized by Theorem 2.5.6, i.e. Z : B(H) → B(H) is ergodic with an invariant vector state given by ΩH ∈ H and therefore the weak Markov dilation J˜ and the right shift R are conjugate. ˜ We want to analyze the action Ad(w) = w · w∗ of the isometry w ∈ B(H) ˜ onto K[1,∞) constructed in Theorem 2.5.6. Thinking of w as a unitary from H ˜ onto B(K[1,∞) ) and we can interpret Ad(w) as an isomorphism from B(H) Φ+ := Ad(w)|A˜ maps A˜ into B(K[1,∞) ). Moreover we get Proposition: (1) Φ+ := Ad(w)|A˜ is an isomorphism from A˜ onto C[1,∞) . ˜ (2) α = Φ−1 + σ Φ+ , i.e. the endomorphism α of A and the tensor shift σ on C[1,∞) are conjugate. ˜ i.e. the conjugacy respects the invariant states. (3) ψ[1,∞) ◦ Φ+ = φ,

2.7 Restrictions and Extensions

˜ Ω˜ B(H), HgP PPP PPP PPP PPP Ad(w)

J˜

/ A, ˜ φ˜

α

˜ φ˜ A,

Φ+

C[1,∞) , ψ[1,∞) nn nnn n n nn w nn n

B(K[1,∞) ), Ω[1,∞)

/ B(H), ˜ Ω˜ H 7 n n nn n n n nnn nnn

Φ+

σ

R

65

Ad(w)

/ C[1,∞) , ψ[1,∞) PPP PPP PPP PPP ' / B(K[1,∞) ), Ω[1,∞)

Proof: As in Section 2.5 consider the cocycle wn := u ˜1 (1I ⊗ R)(˜ u1 ) . . . (1I ⊗ u1 ). Using Ad(u1 )(A ⊗ C) = A ⊗ C we ﬁnd that A˜ is globally invariant R)n−1 (˜ stop

for Ad(wn ) and Ad(wn∗ ). From Theorem 2.5.6(5) we know that wn∗ → w ˜ (with q = q[1,∞) , the projection and the range of w is equal to K[1,∞) = q H stop ∗ ˜ onto K[1,∞) ). Thus also qw → w , wn q stop → w∗ (use Lemma 2.5.6), from H n

wop

wn → w∗ . The algebra C[1,∞) as represented on K[1,∞) may be identiﬁed with ˜ Therefore we get for all a q Aq. ˜ ∈ A˜ stop

C[1,∞) qwn∗ a ˜wn q → w˜ aw ∗ , wop A˜ wn a ˜wn∗ → w∗ a ˜w = w∗ q˜ aqw,

˜ ⊂ C[1,∞) , i.e. Ad(w)(A) ˜ i.e. Ad(w∗ )(C[1,∞) ) ⊂ A.

Here the assumption has been used that A˜ and C[1,∞) are closed in the strong and weak operator topologies. Combining these inclusions we infer that Ad(w) ˜ onto B(K[1,∞) ) restricts to an isomorphism Φ+ as an isomorphism from B(H) ˜ from A onto C[1,∞) . This proves (1). Now (2) is just the restriction of Theorem 2.5.6(7) to the von Neumann subalgebras, and (3) follows from wΩH˜ = ΩH˜ = ΩH ⊗ Ω[1,∞) . 2 2.7.3 Extension of Automorphic Dilations Conversely assume that we are given a automorphic Markov dilation of ˜ → (A, ˜ ˜ φ) ˜ φ) T : (A, φ) → (A, φ) as in 2.1.6, i.e. an endomorphism α : (A, n n with P α = T and α = α1 σ, where α1 : (A ⊗ C1 , φ ⊗ ψ) → (A ⊗ C1 , φ ⊗ ψ) is an automorphism and σ is the right shift on C[1,∞) . It has been shown in 1.6.4 how to obtain on the GNS-Hilbert spaces an associated extension Ad(u1 ) : B(H ⊗ K) → B(H ⊗ K) of α1 and a stochastic map Z ∈ Z(T, φ) deﬁned by Z(x) = pH u1 x ⊗ 1I u∗1 pH . If we now deﬁne the coupling representation ˜ = H ⊗ K[1,∞) then we have extended the automorphic J˜ = Ad(˜ u1 ) ◦ R on H Markov dilation α of T by a automorphic weak Markov dilation J˜ of Z. Proposition 2.7.2 is applicable and yields

66

2 Markov Processes

Corollary: If Z is ergodic then α and σ are conjugate (via Φ+ , as in 2.7.2). It is remarkable that this criterion for conjugacy of α and σ involves the extended transition operator Z and cannot be formulated in this way if we restrict ourselves to the original Markov process, 2.7.4 Asymptotic Completeness and Ergodicity of Z To understand directly the relation to K¨ ummerer-Maassen-scattering theory as presented in Section 2.6 we proceed as follows. Assume that we are given a (not necessarily automorphic) Markov dilation α of T : (A, φ) → (A, φ) as in 2.1.6. Then we have α = j1 σ, where j1 : (A, φ) → (A ⊗ C1 , φ ⊗ ψ) is a unital injective ∗ −endomorphism and σ is the right shift on C[1,∞) . Also we have the GNS-spaces as usual. Let v1 : H → H ⊗ K1 be the isometry associated to j1 , see 1.3.4. Associated to the right shift σ we have r : K[1,∞) → K[1,∞) ,

η˜ → Ω1 ⊗ η˜.

˜→H ˜ can be deﬁned Using H H ⊗ Ω1 ⊂ H ⊗ K1 the isometry v = v1 r : H and is associated to α. Explicitly, if ξ ⊗ η˜ ∈ H ⊗ K[1,∞) then v(ξ ⊗ η˜) = (v1 ξ) ⊗ η˜ ∈ (H ⊗ K1 ) ⊗ K[2,∞) . j1

A 6⊗

σ

C ⊗

/

v1

C ⊗ C ⊗ ...

H 6⊗ K ⊗

r

/

K ⊗ K ⊗ ...

Recall from 1.5.2 that we also have a stochastic map Z ∈ Z(T , φ ) deﬁned by Z (x) = v1∗ x ⊗ 1I v1 . Theorem: The following properties are equivalent: (a) Z is ergodic. (b) asymptotic completeness (see 2.6.4) Proof: As noted in 2.6.4, asymptotic completeness is equivalent to the condition lim Q αn (a) φ˜ = a φ˜ for all a ∈ A, n→∞

where Q is the conditional expectation from A˜ onto C[1,∞) . With q = q[1,∞) , ˜ onto K[1,∞) , this means that the projection from H lim q v n a ΩH˜ = a ΩH

n→∞

for all a ∈ A, or

lim q v n ξ ⊗ Ω[1,∞) = ξ for all ξ ∈ H.

n→∞

Using the right shift R on B(K[1,∞) ) we get

2.7 Restrictions and Extensions

67

v n = (v1 r)n = v1 (1I ⊗ R)(v1 ) . . . (1I ⊗ R)n−1 (v1 ) rn , and thus

q v n ξ ⊗ Ω[1,∞) = q v1 (1I ⊗ R)(v1 ) . . . (1I ⊗ R)n−1 (v1 ) ξ ⊗ Ω[1,∞)

= q(1I ⊗ R)n−1 (v1 ) . . . (1I ⊗ R)(v1 ) v1 ξ ⊗ Ω[1,∞) . For the last equality, note that a permutation of the positions in the tensor product does not change the norm. Applying now Theorem 2.5.7 with v1 : H → H ⊗ K instead of v1 and with Z instead of Z we see that this converges to ξ for n → ∞ if and only if Z is ergodic. 2 As remarked in 2.6.5, asymptotic completeness yields a conjugacy Φ− between α−1 and σ −1 on the negative time axis (if we have a two-sided version of the Markov dilation). In the automorphic case we have already seen in 1.6.4 that the dual extended transition operator Z corresponds to α−1 in the same way as Z corresponds to α. Thus the relation between 2.7.2(3) and 2.7.4 is time inversion. 2.7.5 Discussion We have noted in 2.6.5 that the transition operator T : (A, φ) → (A, φ) of the Markov process does not suﬃce to determine asymptotic completeness. Remarkably, Theorem 2.7.4 tells us that the dual extended transition operator Z does suﬃce. As shown by the use of Theorem 2.5.7 in the proof of 2.7.4, this may be explained by the fact that the extended weak dilation is much more determined by extended transition as the dilation is by transition. Compare also the results of Section 2.4 in this respect. We can analyze the situation in more detail: The failure in using T is explained by the fact that the set Z(T , φ ) of extensions of T (see Section 1.2) may contain diﬀerent elements (corresponding to diﬀerent dilations of T , according to 1.5.4), such that one is ergodic and the other is not. To see that this actually occurs we can use the example in 1.7.2. There we have : M2 → M2 : Z1 , Z−1 1 x11 + x12 + x21 + x22 0 Z1 (x) = = ΩH , xΩH 1I 0 x11 + x12 + x21 + x22 2 Z1 is ergodic because the vector state given by ΩH is absorbing, see A.5.2. 1 x11 + x22 x12 + x21 (x) = Z−1 2 x12 + x21 x11 + x22 ab Z−1 is not ergodic because every matrix of the form is a ﬁxed point. ba These results indicate that the set Z(T , φ ), or equivalently, equivalence classes of weak dilations of T as in Section 1.4, play an important role in the

68

2 Markov Processes

spatial theory of Markov dilations. Compare also the Introduction for some related general considerations. In particular, Theorem 2.7.4 provides a new criterion for asymptotic completeness and opens new ways to think about K¨ ummerer-Maassen-scattering theory. In the following section we will ﬁnd still another interpretation.

2.8 An Interpretation Using Entanglement 2.8.1 Entanglement of Vector States The notion of entanglement has been introduced by E. Schr¨ odinger [Sch35] to discuss some non-intuitive aspects of states in quantum theory. In the last years there has been renewed interest in it due to attempts to develop quantum information theory, see [NC00]. In its most elementary form we consider Hilbert spaces H and K and a unit vector χ ∈ H ⊗ K. In quantum theory this describes a pure state of a combined system. Let pχ be the one-dimensional projection onto C χ. By T rK we denote the partial trace evaluated in K, i.e. T rK : T (H ⊗ K) → T (H),

ρH ⊗ ρK → ρH T r(ρK ),

where T r is the non-normalized trace. Then χH := T rK (pχ ) ∈ T (H) is called the reduced density matrix corresponding to χ (see [NC00]). It is characterized by the fact that for all elements of the form x ⊗ 1I ∈ B(H ⊗ K), i.e. for observables that can be measured on the system described by H alone, the expectation values are the same for χ and χH : χ, x ⊗ 1I χ = T r(χH x). But in general χH is not a pure state. If χH is not pure then the vector state given by χ is called entangled. Note also that if {δi } is an ONB of H and χ = i δi ⊗ χi , then the corresponding matrix entries of χH are (χH )ij = χj , χi , i.e. we get a Gram matrix. The computation is given in A.4.4. It is instructive to think of a Gram matrix as a kind of covariance matrix, which is actually true when the χi are realized as centered random variables.

2.8 An Interpretation Using Entanglement

69

2.8.2 Entanglement of Observables Consider a tensor product of noncommutative probability spaces (i.e. ∗ −algebras with states, compare 2.1): (A, φ) = (A1 , φ1 ) ⊗ (A2 , φ2 ). If (H, π, Ω) arises from the GNS-construction of (A, φ), then H = H1 ⊗H2 and Ω = Ω1 ⊗Ω2 , where the indexed quantities arise from the GNS-construction of (A1 , φ1 ) and (A2 , φ2 ). If a ∈ A with Hilbert space norm a φ = π(a)Ω = 1, then we can speak of entanglement of π(a)Ω. We deﬁne aH1 := (π(a)Ω)H1 and call aH1 ∈ T (H1 ) the covariance operator of a ∈ A. 2.8.3 The Time Evolution of the Covariance Operator We shall get contact to the previous sections by discussing the following question: How does a Markov process change the covariance operator of an observable with respect to the tensor product decomposition into system and reservoir given by a coupling representation? (Compare 2.1.6.) Assume that we have, as in 2.1.6 and 2.7.4, the noncommutative probabil˜ = (A, φ) ⊗ (C[1,∞) , ψ[1,∞) ) and the Markovian time evolution ˜ φ) ity space (A, ˜ = H ⊗ K[1,∞) and v = v1 r. α = j1 σ. On the level of GNS-spaces we have H As shown in 2.7.4 it acts on ξ˜ = ξ ⊗ η ∈ H ⊗ K[1,∞) as v ξ˜ = v1 ξ ⊗ η ∈ (H ⊗ K1 ) ⊗ K[2,∞) . In the same way as in quantum mechanics the Schr¨ odinger dynamics on vector states can be lifted to mixed states, we can give an induced dynamics on density matrices which is speciﬁed by T (H ⊗ K[1,∞) ) ρH ⊗ ρ[1,∞) → v ρH ⊗ ρ[1,∞) v ∗ = v1 ρH v1∗ ⊗ ρ[1,∞) ∈ T (H ⊗ K1 ) ⊗ T (K[2,∞) ). We denote the partial trace evaluated on K1 respectively on K[1,∞) by T r1 respectively T r[1,∞) .

70

2 Markov Processes

Theorem: With Z : B(H) → B(H), x → v1∗ x ⊗ 1I v1 (the dual extended ˜ transition operator) we find for ρ˜ ∈ T (H): T r[1,∞) (˜ ρ) ◦ Z = T r[1,∞) (v ρ˜ v ∗ ). In particular: If a ˜ ∈ A˜ then a)H . a ˜H ◦ Z = α(˜ In other words: The preadjoint C := Z∗ : T (H) → T (H) ρ → T r1 (v1 ρ v1∗ ) (compare A.4.1) gives the dynamics for the covariance operator a ˜H of a ˜, i.e. C(˜ aH ) = α(˜ a)H . Proof: If we have shown the ﬁrst assertion of the theorem, then the rest follows by inserting for ρ˜ the one-dimensional projection onto π(˜ a)ΩH˜ , with ˜ ˜ ˜ (H, π, ΩH˜ ) being the GNS-triple of (A, φ). Also it suﬃces to prove the ﬁrst assertion for ρ˜ = ρH ⊗ρ[1,∞) ∈ T (H)⊗T (K[1,∞) ). In the following computation we use the dualities (T (H), B(H)) and (T (H ⊗ K1 ), B(H ⊗ K1 )) and the fact that the embedding i : B(H) → B(H ⊗ K1 ), x → x ⊗ 1I is adjoint to T r1 . Now for all a ∈ B(H) we get T r[1,∞) (˜ ρ) ◦ Z (x) = < T r[1,∞) (˜ ρ), Z (x) > = T r(ρ[1,∞) ) < ρH , v1∗ x ⊗ 1I v1 >

= T r(ρ[1,∞) ) < v1 ρH v1∗ , i(x) > = T r(ρ[1,∞) ) < T r1 (v1 ρH v1∗ ), x > = < T r[1,∞) (v ρ˜ v ∗ ), x > .

2

2.8.4 Asymptotic Completeness via Entanglement Let us indicate how Theorem 2.7.4 may be derived from the just proved Theorem 2.8.3, i.e. we want to use the setting of this section to sketch a proof for the fact that the vector state given by ΩH is absorbing for Z (which is equivalent to ergodicity of Z by A.5.2) if and only if the coupling representation of the Markov process exhibits asymptotic completeness. If ΩH is absorbing then for a ∈ A A ⊗ 1I ⊂ A˜ with a φ = 1 it follows from Theorem 2.8.3 that αn (a)H = aH ◦ (Z )n converges weakly to pΩH , the one-dimensional projection onto CΩH . Choose an ONB {δi }Ii=0 of H with (n) δ0 = ΩH . Writing αn (a) = i δi ⊗ ai we have the following convergence for n → ∞:

2.8 An Interpretation Using Entanglement

(n) (n) aj , ai ij

1  0 −→ 

71





..

 . .

(n) The conditional expectation Q from A˜ onto C[1,∞) satisﬁes Q(αn (a)) = a0 . Thus we get (n)

(n)

(n)

1

Q(αn (a)) φ˜ = a0 φ˜ = a0 , a0 2

n→∞

−→

1 = a φ ,

which is the criterion for asymptotic completeness cited in 2.6.4. We are done. 2.8.5 Quantum Information Theory In view of the derivation in 2.8.4 we can give an intuitive interpretation of asymptotic completeness using entanglement as follows: Asymptotic completeness corresponds to a decay of entanglement between system and reservoir. As noted in 2.7.5 this is more than just decay of correlations between random variables of the process as described in 2.1.5. Classiﬁcation of different types of correlations and entanglement is an important theme in the evolution of quantum information theory, and it may be interesting to analyze our setting in more detail from this point of view. The content of Section 2.8 is also discussed in [Go2]. It is shown there that the arguments also work for continuous time parameter and for more general shifts.

3 Adaptedness

In this chapter we develop a framework for the description of stationary processes which (in general) do not fulﬁl the Markov property. But the following two features are still available. First, there is a ﬁltration generated by the process or, more generally, a ﬁltration to which the process is adapted. Such ﬁltered probability spaces are a well-known tool for the study of stochastic processes in both classical and noncommutative probability theory. Second, and more speciﬁcally to stationary processes, there is a time evolution operator of the process. This has already been described in 2.1.3. The main idea of our framework consists in combining these two features. We deﬁne the concept of an adapted endomorphism as an abstraction of a time evolution acting on a ﬁltered probability space. Before giving the deﬁnition, we observe that in the more elementary category of Hilbert spaces with isometries a similar idea has been used with great success. Here it amounts to writing an isometry in Hessenberg form and parametrizing it by a choice sequence, which in the most basic situation corresponds to the classical Schur parameters. We refer to [FF90] for this inspiring circle of ideas. Our description of it concentrates on the possibility to write the isometry as an inﬁnite product of ‘localized’ unitaries, because this is a part of the theory which we later transfer to a probabilistic context. Then we deﬁne ‘adapted endomorphism’ in the language of category theory. It allows to speak of adaptedness in terms of morphisms. In particular we show that representations as inﬁnite products are still available in rather general situations, and we sketch an application which concerns the step-by-step construction of an adapted endomorphism. In a ﬁrst reading it may be better not to spend too much time on these generalities but to look quickly at the application to stationary processes. While ﬁltrations are very familiar there, the concept of an adapted endomorphism has not been studied as such. One more argument in favour of it is based on the observation that for Markov processes we are back to coupling representations which we found to be very useful in Chapter 2. To probe the usefulness of the more general product representations, we again take a spatial

R. Gohm: LNM 1839, pp. 73–111, 2004. c Springer-Verlag Berlin Heidelberg 2004

74

3 Adaptedness

approach and associate to the stationary process the corresponding dynamical system on the GNS-Hilbert space. In an important special case, we get adapted isometries on an inﬁnite tensor product of Hilbert spaces which can be written as an inﬁnite product of ‘localized’ unitaries. We analyze this case in great detail. In particular, we develop a systematic way to read oﬀ properties of the stationary process from the factors of the inﬁnite product. As tools we use stochastic maps which are in fact extended transition operators in the sense of Chapter 1. This opens a completely new ﬁeld of study, and the range of applicability of this method in analyzing stationary processes is not yet clear and has to be further explored. Thus sometimes the presentation becomes a bit tentative here. But we can describe at least two computable quantities with a clear probabilistic and dynamical interpretation. The ﬁrst quantity concerns the computation of one-step nonlinear prediction errors of the process. Compare P. Masani and N. Wiener [MW59] for some historical context of this problem. We derive a formula which is very similar to a well-known formula in linear prediction theory. The second quantity is of interest in the theory of dynamical systems and concerns criteria for the surjectivity of the (one-sided) time evolution. In both cases, this is related to ergodicity properties of some associated extended transition operators, and thus we notice here a surprising connection to the criteria for asymptotic completeness of K¨ ummerer-Maassen-scattering theory which have been described in Chapter 2. Some examples for these phenomena are given in Chapter 4, and perhaps it is helpful for the reader to look at these examples from time to time already during his/her study of Chapter 3.

3.1 A Motivation: Hessenberg Form of an Isometry 3.1.1 Powers of an Isometry ˜ and ξ ∈ H ˜ a unit vector. We want Let v be any isometry on a Hilbert space H ˜ to decompose the Hilbert space H in such a way that this decomposition helps us to analyze the action of powers of v on ξ. The following approach is well-known (see [FF90], compare also [Ha95, He95] which go further into the direction we want to take). We consider H0 := H[0,0] := C ξ H[0,n] := span{v m H0 : m = 0, . . . , n}. ˜ is an increasing sequence of subspaces. Then H0 ⊂ H[0,1] ⊂ H[0,2] ⊂ . . . ⊂ H Because we are only interested in actions of powers of v on ξ we shall assume ˜=H ˆ := span{v m H0 : m ∈ N0 }. If v N ξ ∈ H[0,N −1] that ξ is cyclic for v, i.e. H then dim(H[0,N ] H[0,N −1] ) = 1, otherwise v n ξ ∈ H[0,N −1] for all n.

3.1 A Motivation: Hessenberg Form of an Isometry

75

3.1.2 Hessenberg Form and Schur Parameters Assume for the moment that v N ξ ∈ H[0,N −1] for all N . Then the above sequence of subspaces is strictly increasing at each step. An ONB (δn )∞ n=0 describing the innovation at each step may be obtained by applying the GramSchmidt procedure to (v n ξ)∞ n=0 . Here each δn is uniquely determined up to an unimodular complex factor. What is the matrix of v with respect to the ONB (δn )∞ n=0 ? By construction it has Hessenberg form, i.e. vij = 0 if i > j + 1. To get more detailed information one can proceed as follows. Writing p0 for the orthogonal projection onto H0 , we have with δ0 := ξ ∈ H0 p0 v δ0 = k1 δ0 ,

k1 ∈ C, | k1 |< 1.

Then vδ0 = k1 δ0 ⊕ d1 δ1 with d1 ∈ C, | k1 |2 + | d1 |2 = 1. We can choose the unimodular factor forδ1 in such a way that d1 > 0. If we now deﬁne k1 d1 a unitary u1 := with respect to δ0 , δ1 , acting identically on the d1 −k1 orthogonal complement of H[0,1] , then v|H0 = u1 |H0 . Deﬁning v[1 := u−1 1 v, we get a product representation v = u1 v[1 . Obviously v[1 satisﬁes v[1 δ0 = δ0 and we can consider it as an isometry of span{δn }∞ n=1 . Thus we can iterate our construction, i.e. we can do for v[1 and δ1 what we have done for v and δ0 k2 d2 above. We ﬁnd u2 := and v = u1 u2 v[2 etc. d2 −k2 Finally we arrive at an inﬁnite product representation for v: v = stop − lim u1 u2 . . . uN . N →∞

This is convergent because un+1 acts identically on H[0,n−1] for all n. Computing this product yields the entries of the Hessenberg form of v in terms of the kn and dn . More explicitly:     1 k1 d1  k2 d2  d1 −k1        d2 −k2    1     × ... v=  ×   1 1         1 1 ... ...   k1 d1 k2 d1 d2 k3 . . . d1 . . . dm−1 km . . .  d1 −k1 k2 −k1 d2 k3 . . . −k1 d2 . . . dm−1 km . . .     −k2 k3 . . . −k2 d3 . . . dm−1 km . . .  d2     ..  ... . ... d3 . =   ..  . ...    ... −km−1 km    ... dm ...

76

3 Adaptedness

Here (kn )∞ n=1 is a sequence of complex numbers satisfying | kn |< 1, while the dn are determined by dn > 0 and | kn |2 + | dn |2 = 1, for all n. The kn are sometimes called Schur parameters because of their appearance in a continued fraction algorithm of I. Schur, see [FF90, Teu91]. If there exists N ∈ N minimal with the property v N ξ ∈ H[0,N −1] , then we ˆ = H[0,N −1] get | kN |= 1 and the construction above terminates. In this case H is ﬁnite dimensional and we have a ﬁnite product representation for v: v = u1 . . . uN −1 . 3.1.3 Schur Parameters as Choice Sequences Schur parameters occur in many diﬀerent applications, see [FF90, Teu91]. We only mention those which will be reconsidered by us in the setting introduced in Section 3.2. n The sequence (rn )∞ n=0 ⊂ C given by rn := δ0 , v δ0 is positive deﬁnite with r0 = 1. Conversely, any such sequence arises in this way for suitably chosen v and δ0 . From this one gets a one-to-one correspondence between positive deﬁnite sequences (rn )∞ n=0 ⊂ C with r0 = 1 and Schur parameters, i.e. sequences (kn )N ⊂ C with either N = ∞ and | kN |< 1 for all n or N n=1 ﬁnite and | kN |< 1 for n < N and | kN |= 1. See [FF90]. Here we can see why Schur parameters are also called choice sequences: They give a free parametrization of positive deﬁnite sequences in the sense that kn can be chosen independently of the values that occur for smaller subscripts. The correspondence is such that (r1 , . . . , rn ) and (k1 , . . . , kn ) determine each other for all n ≤ N . Thus they provide a solution to the problem to extend (r1 , . . . , rn ) to positive deﬁnite sequences (rn )∞ n=0 . They also classify the ways of building an isometry v successively on larger and larger spaces H[0,n] . In particular see ([FF90], II.6) for so-called maximum entropy extensions corresponding to kn = 0. Their analogue in the setting of stochastic processes, namely Markovian extensions, will be given in 4.1.12 and then it is Shannon entropy which is involved, see 4.1.13. To make more precise in what sense this is an analogue we can use an abstract version which is developed in Section 3.2. 3.1.4 Linear Prediction There are applications to the statistical prediction of time series. Suppose we have observed values a0 , . . . , an−1 ∈ R or C of a time series and we want to estimate the unknown next value an . If we use a linear combination of a0 , . . . , an−1 for the estimator, then this is linear prediction one step ahead. N. Wiener and A. Kolmogorov started the theory of optimal linear prediction under the assumption that the time series is a path of a stationary stochastic process. Then ‘optimal’ can be interpreted statistically as minimizing the expected mean square error.

3.1 A Motivation: Hessenberg Form of an Isometry

77

This is related to our setting as follows. Working in the Hilbert space of square integrable random variables, we can write down the random variables of the stationary process as ξ, vξ, . . . , v n ξ, . . . Then the optimal linear predictor is given by the orthogonal projection p[0,n−1] onto H[0,n−1] applied to v n ξ. There are quite eﬃcient algorithms for computing it, for example the Levinson recursion (see [FF90]). We do not describe this here but mention only an easily derived formula for the mean square error of optimal linear prediction in terms of Schur parameters. Reconsider the product representation of v described in 3.1.2. Then

v ξ − p0 v ξ = d1

v ξ − p[0,1] v 2 ξ = d1 d2 2

... in general: v n ξ − p[0,n−1] v n ξ = d1 d2 . . . dn for n ≤ N , a product representation for the prediction error. It decreases with n, which is intuitively plausible because we acquire more and more information if we observe the time series for a longer time period and base our prediction on that. In the ﬁnite dimensional case N < ∞ the N -th optimal one-step prediction is perfect, i.e. has zero error. If N = ∞, then we have asymptotically perfect prediction if ∞ and only if the inﬁnite product n=1 dn converges to zero or, equivalently, if ∞ 2 n=1 | kn | = ∞. We call this the (linear) deterministic case. Complementary, if the error does not decrease below a certain strict positive threshold, we call this the (linear) indeterministic case. It can be shown that the isometry v is unitary if and only if we are in the deterministic case. Note that because ξ is cyclic for v, the kernel of v ∗ is at most one dimensional. See [He95] for an explicit computation of this kernel in the indeterministic case. The notion of cyclicity in the context of prediction theory for stationary processes has been extensively developed by P. Masani and N. Wiener in [MW57]. See further [Con96] for generalizations applicable also to nonstationary processes. 3.1.5 Unitary Dilations and Defect Operators The theory reviewed above can also be developed if we replace the one˜ This is more dimensional subspace H0 by an arbitrary subspace H0 of H. complicated, the results are similar, but the equivalence of determinism and unitarity of v is not valid in general. Let us give a brief outline, emphasizing product representations. Recall from dilation theory (see [SF70, FF90]) that if L, L are Hilbert spaces and T : L → L is a contraction, then the rotation matrix T DT ∗ RT := : L ⊕ L → L ⊕ L, DT −T ∗

78

3 Adaptedness

√ √ (where DT := 1I − T ∗ T , DT ∗ := 1I − T T ∗ are the defect operators of T ) is a ﬁrst order unitary dilation of T , i.e. RT is unitary and pL RT |L = T . Deﬁning the defect spaces DT := DT L, DT ∗ := DT ∗ L we have RT : L ⊕ DT ∗ → L ⊕ DT , which is minimal in the sense that it is not possible to get a unitary dilation on smaller spaces by restricting. Minimal ﬁrst order dilations are unique up to unitary equivalence. A choice sequence (Γn )∞ n=1 initiated on a Hilbert space H0 is a sequence of contractions with Γ1 : H0 → H0 , Γn+1 : Dn → Dn∗ for all n ∈ N, where Γn . A choice sequence determines rotation Dn , Dn∗ are the defectspaces of Γn Dn∗ matrices Rn := RΓn = for all n. Dn −Γn∗ 3.1.6 Multidimensional Case With these tools we get the following multidimensional analogue of our earlier considerations: ˜ and Proposition ([FF90], XV.2) Let v be an isometry on a Hilbert space H ˜ let H0 be any subspace of H. For all n ∈ N define H[0,n] := span{v m H0 : m = 0, . . . , n} =: H0 ⊕ D1 ⊕ . . . Dn . ˜ = H ˆ := span{v m H0 : m ∈ N0 }. Then there is a choice Assume that H ∞ sequence (Γn )n=1 initiated on H0 with Γ1 : H0 → H0 , Γn+1 : Dn → Dn∗ for all n, such that we have the following block matrix in Hessenberg form for the isometry v:   Γ1 D1∗ Γ2 D1∗ D2∗ Γ3 . . . D1∗ . . . Dm−1∗ Γm . . .  D1 −Γ1∗ Γ2 −Γ1∗ D2∗ Γ3 . . . −Γ1∗ D2∗ . . . Dm−1∗ Γm . . .     D2 −Γ2∗ Γ3 . . . −Γ2∗ D3∗ . . . Dm−1∗ Γm . . .      ..  ... . ... D3 . v=   ..  . ...   ∗  Γm ... −Γm−1    Dm ... ... There is a one-to-one correspondence between the set of all positive definite sequences of contractions (rn )∞ n=0 ⊂ B(H0 ) with r0 = 1I and the set of all choice sequences (Γn )∞ n=1 initiated on H0 . The isometry v is the minimal ison metric dilation of (rn )∞ n=0 , i.e. pH0 v |H0 = rn for all n. Concerning product representations of v there is a subtlety neglected in ˜ := l2 (Z), H0 := l2 (−∞, 0], v [FF90], XV.2. Consider the following example: H the right shift. Then H0 = vH0 = l2 (−∞, 1] = H[0,1]

3.2 Adapted Endomorphisms – An Abstract View

79

and thus there cannot be any unitary u1 on H[0,1] such that v|H0 = u1 |H0 . What happened here? If we want to write v as an inﬁnite product then the natural candidate for un+1 is Γn+1 Dn+1∗ Rn+1 = : Dn ⊕ Dn+1∗ → Dn∗ ⊕ Dn+1 . ∗ Dn+1 −Γn+1 ˜ when we write down the But we want un+1 to act on Dn ⊕ Dn+1 ⊂ H, product representation. This is easily arranged if Dn and Dn∗ have the same dimension (for all n): just insert a suitable unitary identiﬁcation. If H0 is ﬁnite dimensional this is always the case. Therefore we have Corollary: If in the proposition the subspace H0 is finite dimensional, then v = stop − lim R1 R2 . . . RN . N →∞

To get a product representation in the general case we can embed Dn and Dn∗ into a Hilbert space Kn for all n, in such a way that Rn+1 has a uni˜ n+1 on Kn ⊕ Kn+1 . The construction of the rotation matrices tary extension R ∞ shows that it is possible to take a copy of H0 for each Kn . On n=0 Kn we can proceed as in the one dimensional case and we get ˜ := Corollary: In the setting of the proposition define K0 = H0 and H ∞ n m=0 Km , where each Km is a copy of H0 , further K[0,n] := m=0 Km . ˆ into H ˜ such that H[0,n] ⊂ K[0,n] for each n and There is an embedding of H that with the trivial extension v|H ˜ H ˆ = 1I|H ˜ H ˆ we have ˜1 R ˜2 . . . R ˜N . v = stop − lim R N →∞

˜ n+1 is a unitary on Kn ⊕ Kn+1 , acting trivially elsewhere. It extends Here R Rn+1 acting on suitable subspaces.

3.2 Adapted Endomorphisms – An Abstract View 3.2.1 Axiomatics In this section we want to discuss a general framework for investigating adaptedness properties. Ideally it should be close enough to the motivating example reviewed in Section 3.1 to suggest similar results and techniques, but general enough to include adaptedness in commutative and noncommutative probability. Our approach consists in postulating the existence of a time evolution operator and axiomatizing its adaptedness properties. As is often the case, the use of category theory makes it possible to state the most abstract features in an especially clear and short form. Work on more speciﬁc features then has to be done in speciﬁc categories.

80

3 Adaptedness

With these aims in mind, we start by deﬁning categories of adapted endomorphisms. No detailed motivation is given in this part. To bridge the gap to the applications given later we then study what this means in concrete categories and how additional properties can be postulated which prove to be useful later. Then we also include some informal discussion which may serve as a motivation for the earlier deﬁnitions. 3.2.2 Inductive Limit For category theory we follow [Mac98]. Consider the category ω = {0 → 1 → 2 → 3 → . . .} and another category O with ω−colimits (= inductive limits). In other words, given a functor F : ω → O and denoting the image of F by the ﬁrst line in the following diagram, there is an object lim F in O (the inductive →

limit) which together with canonical arrows µn : Fn → lim F (n ≥ 0) forms a →

universal cone (see [Mac98], Colimits): / F1 / F2 F01 C { 11CC { { 11 CCC {{ µ2 {{

11 CCCµ0 µ {{ 11 CCC 1 {{

CC { 11

CC {{ 11 ! }{{

11

... CO µ0 1

µ2 11

11

11 ∃!f

11

11

lim F i0

i1

i2

/ ...

→

(The arrow µ1 is not drawn.) 3.2.3 Existence and Uniqueness Lemma: If for all n ∈ N there are arrows f˜n : Fn → Fn such that µn+1 f˜n+1 in in−1 = µn f˜n in−1 , then there is a unique endomorphism f : lim F → lim F satisfying f µn = µn+1 f˜n+1 in for all n ∈ N0 . →

→

Proof: Put C := lim F and µn := µn+1 f˜n+1 in in the diagram above and use → the universal property. 2 Fn

in

/ Fn+1

→

/ Fn+1 µn+1

µn

lim F

f˜n+1

f

/ lim F →

3.2 Adapted Endomorphisms – An Abstract View

81

3.2.4 Natural Transformations ·

If σ : F → F is a natural transformation, with morphisms σn : Fn → Fn , then using the properties of natural transformations and the universal property of lim F , it is easy to see that there is a unique arrow s : lim F → lim F such that →

→

→

s µn = µn σn for all n ∈ N0 . If σ is a natural equivalence (i.e. σn is invertible in O for all n) then s is an automorphism of lim F . →

3.2.5 The Category of Adapted Endomorphisms Deﬁnition: Given O, F : ω → O as above. There is a category whose objects are the endomorphisms f : lim F → lim F given by Lemma 3.2.3 for suitable → → (f˜n )∞ n=1 . Such an f is called an F -adapted endomorphism. An arrow s : f → g (where f, g are F-adapted) of this category is given by s : lim F → lim F →

→

arising from a natural transformation σ (as above) and such that the following diagram commutes: lim F s / lim F →

→

g

f

lim F →

s

/ lim F →

Remarks: a) The properties of a category are easy to check. If f, g are F -adapted then also sf and gs are F-adapted, and the commuting diagram means an equality sf = gs of F -adapted endomorphisms. Isomorphism of f and g means g = sf s−1 , i.e. conjugacy by an automorphism s which respects F . b) Perhaps some readers would have prefered to use ‘adapted’ for s instead of f . Our choice of terminology is motivated by the fact that time evolutions of adapted processes in probability theory have the form of f , see Section 3.3. Automorphisms s are symmetries of this structure. c) One may use a ﬁnite linear order {0 → 1 → 2 → . . . → N + 1} instead of ω and proceed in a similar way. d) The sequence (f˜n ) is not uniquely determined by the F -adapted endomorphism f . In fact, an inspection of Lemma 3.2.3 shows that if (˜ gn : Fn → Fn ) is such a sequence for the F-adapted endomorphism g and f˜n+1 in = g˜n+1 in for all n, then f = g. This suggests to impose additional postulates on the morphisms f˜n .

82

3 Adaptedness

Fn+1 ? f˜n+1 in Fn µn

/ Fn+1 ? g ˜n+1 in / Fn

σn

µn+1

µn

lim F ?→ f lim F →

σn+1

s

s

µn+1

/ lim F ?→ g / lim F →

3.2.6 Filtrations and Product Representations Before implementing such additional postulates we restrict the level of generality and give a deﬁnition of adaptedness which is more directly applicable for the examples we have in mind. We assume from now on that the category O is concrete, see [Mac98], which we use informally in the sense that the objects are sets with some structure and the arrows are functions preserving this structure. We assume also that the arrows in : Fn → Fn+1 and µn : Fn → lim F are inclusions giving Fn ⊂ Fn+1 and Fn ⊂ lim F . →

→

Deﬁnition: Assume that N ∈ N and F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ is an increasing family of objects in a concrete category O. An endomorphism f : F˜ → F˜ is called adapted with product representation (PR) for F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ if there are automorphisms f˜n : F˜ → F˜ , n = 0, . . . , N + 1, satisfying (0) f˜0 = 1I (Identity) (1) f˜n+1 |F is an automorphism of Fn+1 , for all n = 0, . . . , N n+1

(2) f˜n+1 |Fn = f |Fn for all n = 0, . . . , N f is adapted with PR for a (countably) infinite increasing family of objects if the axioms are valid for all N ∈ N. +1 ∞ (Fn )N n=0 or (Fn )n=0 are called a ﬁltration. Such a ﬁltration is a special case of a functor F : ω → O as above. If F˜ = lim F → then one can check that an endomorphism which is adapted with PR is also F -adapted in the sense of Deﬁnition 3.2.5. From Deﬁnition 3.2.6 we have in addition that the f˜n are automorphisms of Fn (compare 3.2.5d) which can be extended to automorphisms of F˜ . See 3.2.7e below how this leads to a product representation of f , explaining the terminology.

3.2 Adapted Endomorphisms – An Abstract View

83

3.2.7 Elementary Properties Suppose now that f : F˜ → F˜ is an adapted endomorphism with PR for F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ . Let us give some further comments on Deﬁnition 3.2.6 and derive some elementary properties. a) As a motivation for Deﬁnition 3.2.6 one should imagine F˜ large and f rather complicated. Then it may be useful to replace f on small parts by gn } also more well-behaved morphisms such as the automorphisms f˜n . If {˜ corresponds to f (in the sense of Deﬁnition 3.2.6) then f˜n |Fn−1 = g˜n |Fn−1 = f |Fn−1 . But there is nothing in the axioms about the action of f˜n on the (set-theoretic) complement of Fn . In a way it doesn’t matter because f˜n is designed as a tool to study f on Fn−1 . To avoid unnecessary complications we should choose f˜n as simple as possible. For example in many cases it may be possible to choose an identical action on a complementary object. But this depends on the category and therefore we did not include it into Deﬁnition 3.2.6. b) f |Fn is a monomorphism (as a restriction of f˜n+1 ). c) f (Fn ) = f˜n+1 (Fn ) ⊂ Fn+1 . This is the adaptedness property familiar from time evolutions in probability theory, see also Section 3.3. Any f satisfying f (Fn ) ⊂ Fn+1 for all n may be called adapted in a wide sense. Deﬁnition 3.2.6 is stronger, postulating the existence of certain related morphisms. The advantages are two-fold: First it allows a clear formulation in terms of category theory (see Deﬁnition 3.2.5) which suggests developments on a more theoretical side. Second, on a more practical side, the automorphisms f˜n in Deﬁnition 3.2.6, acting on small parts, suggest concrete computations. We shall see many examples in the following. d) Using f (Fn ) ⊂ Fn+1 for all n we ﬁnd that f n |F0 = f˜n . . . f˜1 |F0 = (f˜n )n |F0 and

N +1 n=0

f n (F0 ) ⊂ Fn+1 .

e) Setting fn+1 := f˜n−1 f˜n+1 for n = 0, . . . , N we have f˜n+1 = f1 . . . fn+1 . Then f1 , . . . , fn+1 determine f˜1 , . . . , f˜n+1 and conversely. Thus for N → ∞ we have a kind of inﬁnite product representing the adapted endomorphism f (at least on all Fn or on lim F , if available). This explains the terminology →

‘product representation’ (PR) in Deﬁnition 3.2.6. The factors in this product are automorphisms. We refer to them as factors of the adapted endomorphism. In general they are not uniquely determined by f . Compare 3.2.5d

84

3 Adaptedness

and Section 3.4. The inductive limit lim F , if available, plays a distinguished → role, because on lim F the adapted endomorphism is uniquely determined by → its factors, see Lemma 3.2.3. f) fn+1 ﬁxes Fn−1 pointwise (n ≥ 1). Proof: f˜n |Fn−1 = f |Fn−1 = f˜n+1 |Fn−1 . 2 3.2.8 Elementary Example As a ﬁrst and simple example guiding our intuitive understanding we can look at the following: On the set N0 of natural numbers the successor map f : n → n+1 is adapted with PR for the family of sets {0, . . . , n}, n ∈ N0 . Here f˜n+1 is a cyclic shift on {0, . . . , n + 1}. On the complement of {0, . . . , n + 1} we choose it to act identically (which is the simplest choice, compare 3.2.7a). Then the factor fn+1 exchanges n and n + 1, leaving all other numbers ﬁxed. We see here very clearly what we also want to get for more complicated situations: The factors fn are rather elementary, and in particular their action is localized with respect to the ﬁltration. 3.2.9 Extending Factors Going back to the general case let us therefore focus our attention on the factors f1 , . . . , fN +1 of an adapted endomorphism. Deﬁnition: Let a filtration F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ be fixed. An (N + 1)tupel of automorphisms f1 , . . . , fN +1 : F˜ → F˜ is said to be an (N + 1)-tupel of factors for the filtration if for all n = 0, . . . , N (1) f1 . . . fn+1 |Fn+1 is an automorphism of Fn+1 . (2) fn+1 |Fn−1 = 1I|Fn−1 . If only an N −tupel of factors (f1 , . . . , fN ) is given, then any fN +1 making (f1 , . . . , fN +1 ) into an (N + 1)-tupel of factors is called an extending factor. Lemma: With respect to a filtration F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ , automorphisms f1 , . . . , fN +1 : F˜ → F˜ are factors of an adapted endomorphism f : F˜ → F˜ with PR if and only if they form an (N + 1)-tupel of factors according to the definition above. Proof: In 3.2.7(e),(f) we have already seen that the factors of an adapted endomorphism with PR satisfy the properties of the above deﬁnition. Conversely, if an (N + 1)-tupel of factors (f1 , . . . , fN +1 ) is given, then f := f1 . . . fN +1 is an adapted endomorphism with factors f1 , . . . , fN +1 . Indeed, with f˜n := f1 . . . fn for all n, one easily veriﬁes the properties given in 3.2.6. 2 The lemma shows that adapted endomorphisms with PR also could have been deﬁned in terms of their factors.

3.2 Adapted Endomorphisms – An Abstract View

85

3.2.10 The Meaning of Extending Factors What kind of information about the adapted endomorphism f is contained in a factor fn ? Lemma: Let f, g be two endomorphisms adapted with PR for F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ which coincide on FN −1 . If f1 , . . . , fN , fN +1 are factors of f then there exists gN +1 such that f1 , . . . , fN , gN +1 are factors of g. † +1 Proof: If (˜ gn )N ˜N +1 = g˜N gN n=0 correspond to g as in Deﬁnition 3.2.6 and g +1 † with a factor gN , then we have +1

−1 † g˜N gN g˜N +1 = f˜N f˜N +1 . −1 Because g˜N +1 (FN +1 ) = FN +1 and f˜N g˜N |FN −1 = 1I|FN −1 by assumption and † gN +1 |FN −1 = 1I|FN −1 (as a factor of g), we conclude that † −1 g˜N gN gN +1 := f˜N +1

is an extending factor for (f1 , . . . , fN ) (compare Deﬁnition 3.2.9). We have g˜N +1 = f˜N gN +1 , i.e. f1 , . . . , fN , gN +1 are factors of g. 2 Proposition: Let f be an endomorphism adapted with PR for F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ . Fix a corresponding f˜N = f1 . . . fN with f˜N (FN ) = FN and f˜N |FN −1 = f |FN −1 . The extensions of f |FN −1 to FN obtained by considering all endomorphisms g adapted with PR for F0 ⊂ F1 ⊂ . . . ⊂ FN +1 ⊂ F˜ and coinciding with f on FN −1 are in one-to-one correspondence to the monomorphisms gN +1 |FN , where gN +1 is any factor extending (f1 , . . . , fN ). The correspondence is given by g|FN = f˜N gN +1 |FN . Proof: If gN +1 is an extending factor of (f1 , . . . , fN ), then g := f1 . . . fN gN +1 is an extension with the required properties. If two such extending factors † † diﬀer on FN , say gN +1 |FN = gN +1 |FN , then also the corresponding g and g diﬀer on FN , because factors are monomorphisms. Conversely, if g is given, then the lemma above guarantees the existence of gN +1 . 2 3.2.11 Constructing Adapted Endomorphisms Step by Step Proposition 3.2.10 shows that the construction of extending factors solves the problem of constructing an adapted endomorphism step by step, ﬁxing it on larger and larger parts of the given ﬁltration. Note that if for adapted endomorphisms f and g the factors f1 = g1 , . . . , fN = gN are in common, but fN +1 = gN +1 , then f n |F0 = g n |F0 for all 0 ≤ n ≤ N , but f N +1 |F0 and g N +1 |F0 may be diﬀerent.

86

3 Adaptedness

In this way the analysis of extending factors corresponds to a multitude of classical and new extension problems. In particular, in Section 3.1 we have studied adapted isometries in Hilbert spaces which correspond to extensions of positive deﬁnite sequences, and we have seen that there already exists a large amount of theory about it which may be cast into the framework developed in this section. While it would be possible at this point to study very diﬀerent categories in this respect, we shall concentrate on probability theory and stochastic processes. While the importance of ﬁltrations is indisputable in this ﬁeld, the point of view of adapted endomorphisms has not been explored.

3.3 Adapted Endomorphisms and Stationary Processes 3.3.1 Application to Stochastic Processes We want to apply the concept of an adapted endomorphism, as developed in the previous section, to adapted stochastic processes which may be commutative or noncommutative. There are no theorems proved in this section and we proceed somewhat informal here, but we invent the setting for the things to come in later sections. 3.3.2 Endomorphisms of Probability Spaces ˜ Σ, ˜ µ Let (Ω, ˜) be a probability space. A natural notion of endomorphism for ˜ ˜ (Ω, Σ, µ ˜) is a map on the measurable sets which commutes with the operations of the σ−algebra, leaves the measure µ ˜ invariant and is considered equal to another such map if their diﬀerence only concerns sets of µ ˜−measure zero. See Petersen ([Pe89], 1.4C) for a detailed discussion and for a theorem stating that ˜ Σ, ˜ µ if (Ω, ˜ ) is a Lebesgue space, then (after removing some sets of µ ˜−measure zero) such an endomorphism arises from a measurable point transformation ˜ Assume from now on ˜→Ω ˜ satisfying µ τ :Ω ˜ (B) = µ ˜(τ −1 (B)) for all B ∈ Σ. that our probability spaces are Lebesgue, indeed our examples are Lebesgue in all cases. ˜ Σ, ˜ µ ˜) → We can lift such endomorphisms to function spaces: Tτ,p : Lp (Ω, p ˜ ˜ L (Ω, Σ, µ ˜ ) with Tτ,p ξ(ω) := ξ(τ (ω)). Of particular importance to us are the cases p = ∞ and p = 2. For p = ∞ the transformation α = Tτ,∞ is a ∗ ˜ Σ, ˜ µ −algebra endomorphism of L∞ (Ω, ˜) and for p = 2 the transformation ˜ Σ, ˜ µ ˜). v = Tτ,2 is an isometry on the Hilbert space L2 (Ω, Of course, we emphasize these algebraic versions of an endomorphism because they allow a noncommutative generalization in the usual way. As a minimal requirement we can start with a noncommutative probability space ˜ with A˜ a ∗ −algebra and φ˜ a state on it. An endomorphism α is then ˜ φ) (A, ˜ Stressing the aspect of a ∗ −algebra endomorphism of A˜ satisfying φ˜ ◦ α = φ.

3.3 Adapted Endomorphisms and Stationary Processes

87

noncommutative measure theory one can assume that A˜ is a von Neumann ˜ Σ, ˜ µ algebra (with separable predual if needed; this is valid for L∞ (Ω, ˜) if ˜ Σ, ˜ µ (Ω, ˜) is Lebesgue). Then an endomorphism is a normal ∗ −endomorphism ˜ the state φ˜ is assumed to be normal (and sometimes also faithful). The of A, ˜ (separable ˜ φ) ˜ = L2 (A, GNS-construction for φ˜ yields a Hilbert space called K ˜ Using ˜ representing φ. if A˜ has a separable predual) with a cyclic vector Ω ˜ analogous to the the invariance we can extend α to an isometry v on K, commutative case. It is the associated isometry in the sense of 1.3.4. 3.3.3 Time Evolutions and Adaptedness Let us now turn to stochastic processes and adaptedness. As a classical stochastic process we consider a sequence (ξn )∞ n=0 of random variables on a ˜ Σ, ˜ µ probability space (Ω, ˜). We think of the subscript n as representing time, but it may represent something else in applications. A ﬁltration is given by ˜0 ⊂ Σ ˜1 ⊂ Σ ˜2 ⊂ . . . ⊂ Σ. ˜ ˜n )∞ with Σ0 := Σ a sequence of sub-σ-algebras (Σ n=0 ∞ ∞ ˜ ˜ We shall assume that (Σn )n=0 generates Σ. The process (ξn )n=0 is called ˜n )∞ ˜ adapted for the ﬁltration (Σ n=0 if ξn is Σn −measurable for all n ∈ N0 . ˜n represents the information In the time interpretation for n the σ−algebra Σ available up to time n, and adaptedness means that ξn depends only on events up to time n. To relate this well-known setting to the framework of Section 3.2 we have to assume the existence of an endomorphism α which represents the time evolu˜ Σ, ˜ µ ˜) tion of the process, i.e. α(ξn ) = ξn+1 for all n. Assume that ξn ∈ L∞ (Ω, for all n, which is not a severe restriction because, if this is not the case, then one can look at suitable functions of the random variables carrying the same information. Assuming as above that µ ˜ is invariant for α, the existence of such a time evolution implies that the process (ξn )∞ n=0 is stationary, i.e. the correlations between the random variables only depend on time diﬀerences. Compare 2.1.3 and see [K¨ u03] for a careful motivation and discussion of stationarity. It is shown in [K¨ u03] that essentially the converse is also true: If the process is stationary then there exists a time evolution α with invariant state. Note further that once a useful structure theory for stationary processes has been constructed, nothing prevents us to look also at other states which are not invariant. Note also that from the beginning a more general setting based on quasi-invariant instead of invariant measures would have been possible and may also be cast into the framework of adapted endomorphisms, but in this work we restrict ourselves to stationarity. All these comments apply to noncommutative stationary processes as well. The noncommutative setting for adaptedness is as follows. Let a noncommu˜ be given, together with a process (ξn )∞ ⊂ A. ˜ ˜ φ} tative probability space {A, n=0 If one wants to interpret ξn as an observable in the sense of quantum theory then one should assume that ξn is selfadjoint, but for most of the following this ∗ is not needed. A ﬁltration is given by a sequence (A˜n )∞ n=0 of −subalgebras ˜ This is also called a tower of algebras. with A0 := A˜0 ⊂ A˜1 ⊂ A˜2 ⊂ . . . ⊂ A.

88

3 Adaptedness

We have written A˜n to distinguish it from the algebra An generated by ξn or the algebra A[0,n] generated by ξ0 , . . . , ξn . We shall assume that (A˜n )∞ n=0 gen∞ ∞ ˜ ˜ erates A. The process (ξn )n=0 is adapted for the ﬁltration (An )n=0 if ξn ∈ A˜n for all n ∈ N0 . We assume that there is a time evolution, i.e. an endomorphism α of A˜ such that α(ξn ) = ξn+1 for all n and that the state φ˜ is invariant for α. ˜ and we deal with stationary ˜ φ} In other words, α is an endomorphism of {A, processes. The interpretations are also similar to the classical case but the various peculiarities of quantum theory now play their role. 3.3.4 Adapted Endomorphisms Now the main idea goes as follows: Study adapted stationary processes by using and suitably developing a theory of adapted endomorphisms which occur as time evolutions. One observation is immediate: If α is an endomorphism ˜ which is adapted to the ﬁltration (A˜n )∞ in the sense of 3.2.5 (or ˜ φ} of {A, n=0 3.2.6) and if further ξ0 ∈ A0 , then (ξn := αn ξ0 )∞ n=0 is a stationary process adapted to the ﬁltration. If a stationary process is given in this way then we shall say that it is adaptedly implemented (with PR). How can we use the additional structures available by adapted endomorphisms to learn something about this process? First note the following: Applying the GNS-construction, we arrive at a ﬁltration of Hilbert spaces ˜0 ⊂ K ˜1 ⊂ K ˜ 2 ⊂ . . . ⊂ K, ˜ and the isometry v on K ˜ which extends K0 := K α is an adapted isometry for this ﬁltration of Hilbert spaces in the sense of 3.2.5 (or 3.2.6). This suggests that part of the work can be done on the level of Hilbert spaces. ˜ n )∞ of Hilbert spaces occurring here are however of a The ﬁltrations (K n=0 very diﬀerent character than those considered in Section 3.1 which are built from a Gram-Schmidt procedure. Here the adapted isometry v extends the time evolution α and contains the full algebraic information about the process, ˜ typically does not ˜ n = A˜n Ω not only about some linear span. The size of K grow linearly but exponentially with n. 3.3.5 Tensor Independence To start some theoretical investigations it is helpful to look at situations where some simplifying features are present. Taking a hint from classical probability we see that in practice in most cases the ﬁltration is generated by independent variables. In fact, in the time-continuous case the ﬁltrations generated by Brownian motion are the most prominent, and to assume the existence of generating independent variables is just the discrete version of that. If such a factorization is not possible for the canonical ﬁltration (A[0,n] )∞ n=0 of the process then we can go to a suitable reﬁnement. In the interpretation of ﬁltrations as specifying available information, such a reﬁnement may also reﬂect the fact that we can achieve information about the process from other sources

3.3 Adapted Endomorphisms and Stationary Processes

89

than the process itself. All in all, such a setting is well established in probability theory and often provides a background for stochastic integration and martingale representation of processes. See also the remarks about Fock space representations in noncommutative probability given in the Introduction. ˜ Σ, ˜ µ Let (Ω, ˜) be a probability space and (Fn )∞ n=0 a sequence of independent sub-σ-algebras. Denote by F[m,n] the σ−algebra generated by all Fj with ˜n := F[0,n] )∞ m ≤ j ≤ n. In particular we have the ﬁltration (Σ n=0 as before. ∞ ˜ ˜ ˜ Σ, ˜ µ For the corresponding algebra L (Ω, Σ, µ ˜) and the Hilbert space L2 (Ω, ˜) independence translates into a tensor product decomposition. This is our motivation for starting a detailed study of adapted endomorphisms and isometries on tensor products, beginning with Section 3.4. In the noncommutative setting there are other notions of independence, alternative to tensor independence. See for example [BGS02] for a discussion of this topic. As a ﬁrst step however we concentrate on tensor independence. The following considerations show that not only classical time series but also the laws of quantum physics attribute particular importance to it. ˜ and a sequence of ˜ φ} We have a noncommutative probability space {A, ∗ ∞ ˜ −subalgebras (Cn )n=0 such that the ﬁltration (An := C[0,n] )∞ n=0 is given by = (C0 , ψ0 ) ⊗ (C1 , ψ1 ) ⊗ . . . ⊗ (Cn , ψn ) C[0,n] , ψ[0,n] for all n. This notation means that C[0,n] is a tensor product of algebras and the state ψ[0,n] , the restriction of φ˜ to C[0,n] , is a product state. This is what is meant by tensor independence. The embeddings C[0,n] ⊂ C[0,n+1] must be understood as C[0,n] = C0 ⊗ . . . ⊗ Cn ⊗ 1I ⊂ C0 ⊗ . . . ⊗ Cn ⊗ Cn+1 = C[0,n+1] . ˜ as an inﬁnite tensor ˜ φ} In the C ∗ − or W ∗ −algebraic context we can deﬁne {A, product with subalgebras C[m,n] = 1I[0,m−1] ⊗ Cm ⊗ . . . ⊗ Cn ⊗ 1I[n+1,∞] . If the process (ξn )∞ n=0 is adapted, then for all n we have ξn ∈ C[0,n] = C0 ⊗. . .⊗ Cn . If ξn is a selfadjoint element, i.e.an observable in quantum physics, then we can perform measurements and relate it in this way to observed phenomena. While ξn represents the observed process at time n, the formula ξn ∈ C0 ⊗ . . . ⊗ Cn shows that there may be parts of the information contained in it that can be extracted at earlier times. In other words, it is not assumed that ξn is independent from the past C[0,n−1] . Similar to the innovation interpretation of the linear theory given in Section 3.1 we may think of Cm as representing information available at time m but independent of what has been known at earlier times. For example, at time m with 0 ≤ m ≤ n we can extract some information about ξn which just now has become available, by measuring Qm (ξn ), the conditional expectation onto Cm of ξn : Qm (c0 ⊗ c1 ⊗ . . .) := ψ0 (c0 ) ψ1 (c1 ) . . . ψm−1 (cm−1 ) cm ψm+1 (cm+1 ) . . .

90

3 Adaptedness

Tensor independence means that the observables Qm (ξn ) commute with each other for diﬀerent m. Thus according to the laws of quantum physics they are compatible and may be measured without mutual interference. Similarly, all that can be known up to time n−1 about ξn must be achieved by measuring Q[0,n−1] (ξn ), where Q[0,n−1] is the conditional expectation onto C[0,n−1] of ξn : Q[0,n−1] (c0 ⊗ c1 ⊗ . . .) := c0 ⊗ c1 ⊗ . . . cn−1 ψn (cn ) . . . A process (ξn )∞ n=0 is called predictable (compare [Me91], II.2.4) if ξ0 is a constant and ξn ∈ C[0,n−1] for all n ≥ 1. In fact, this means that it is possible to predict ξn one time unit in advance. We will return to prediction in Section 3.5. As already mentioned, a natural ﬁrst step for investigating adapted endomorphisms on tensor products consists in looking at the GNS-construction applied to this setting. Because we have a product state we arrive at an adapted isometry on a tensor product of Hilbert spaces. The structure so obtained is the same whether we start from a commutative or from a noncommutative process. It is given explicitly in the following Section 3.4.

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces 3.4.1 Inﬁnite Tensor Products of Hilbert Spaces ∞ Let (Kn )∞ n=0 be a sequence of Hilbert spaces and (Ωn )n=0 a sequence of unit vectors such that Ωn ∈ Kn for all n. Then there is an inﬁnite tensor product ˜ = ∞ Kn along the given sequence of unit vectors (see [KR83], 11.5.29). K n=0 ˜ Further we consider ˜ = ∞ Ωn ∈ K. There is a distinguished unit vector Ω n=0 n ˜ where η ∈ K[m,n] the subspaces K[m,n] = Kj (with m ≤ n) of K, m−1 j=m ∞ ˜ ˜ is identiﬁed with j=0 Ωj ⊗ η ⊗ j=n+1 Ωj ∈ K. Then K is the closure ∞ of n=0 K[0,n] . An operator x ∈ B(K[m,n] ) is identiﬁed with 1I[0,m−1] ⊗ x ⊗ ˜ 1I[n+1,∞] ∈ B(K).

3.4.2 Probabilistic Interpretation To make contact to section 3.2 consider the category whose objects are Hilbert spaces with distinguished unit vectors and whose arrows are isometries ﬁxing the distinguished vectors. The ﬁltration considered is (K[0,n] )∞ n=0 . For example, ˜ ˜ ˜ and vK[0,n] ⊂ an isometry v ∈ B(K) is adapted in the wide sense if v Ω = Ω K[0,n+1] for all n. This is exactly what we arrive at if we apply the GNS-construction to ˜ correspond the probabilistic setting described in 3.3.5. The vectors Ωn and Ω

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces

91

to algebra units and emerge in the GNS-construction as cyclic vectors for the given states. Probabilistic applications are our main motivation for the following. Note that if we include noncommutative stationary processes, then we can always ﬁnd such a probabilistic background for a wide sense adapted isometry ˜ In fact, consider B(K) ˜ as an algebra equipped with the vector state v ∈ B(K). ˜ and with the ﬁltration (B(K[0,n] ))∞ . Then x → vxv ∗ deﬁnes a given by Ω n=0 wide sense adapted algebra endomorphism. Applying the GNS-construction we are back at the starting point, i.e. the adapted isometry v. 3.4.3 Adapted Isometries and Product Representations Proposition: If dimKn < ∞ for all n, then any wide sense adapted isometry v is adapted with PR. ˜n+1 ∈ Proof: We have to show that for all n ∈ N0 there is a unitary u ˜=Ω ˜ such that B(K[0,n+1] ) with u˜n+1 Ω v|K[0,n]

=

u ˜n+1 |K[0,n] .

We can choose for u˜n+1 any unitary extension of v|K[0,n] to K[0,n+1] . Because the Kn are ﬁnite-dimensional so is K[0,n+1] and such extensions exist by a dimension argument. 2 Without the assumption of ﬁnite dimensionality it may happen that no unitary extensions u ˜n exist and we have no PR. But in this case it is possible to get a product representation by enlarging the spaces Kn . We conclude that it is no essential restriction to assume that the isometry v is adapted with PR. The factors of v (see 3.2.7) are called (un )∞ n=1 . Because un+1 |K[0,n−1] = 1I|K[0,n−1] (see 3.2.7f), we ﬁnd that the inﬁnite product converges in the stop-topology: v = stop − lim u˜n = stop − lim u1 u2 . . . uN . N →∞

N →∞

Conversely we can start with a sequence of unitaries (un )∞ n=1 such that un ∈ ˜ = Ω ˜ and un+1 |K = 1 I| and deﬁne an adapted B(K[0,n] ), un Ω K [0,n−1] [0,n−1] isometry with PR by the stop-limit above. 3.4.4 Localized Product Representations and Invariants The product representation would be much simpler if un ∈ B(K[n−1,n] ) for all n which automatically implies un+1 |K[0,n−1] = 1I|K[0,n−1] . As a ﬁrst step we concentrate our investigation to this special case. The advantage to have a product representation is especially visible then. Let us ﬁx it with the following ˜ ˜ ˜ Deﬁnition: Let (un )∞ n=1 be a sequence of unitaries on K with un Ω = Ω and un ∈ B(K[n−1,n] ) for all n. Then the isometry v defined by

92

3 Adaptedness

v = stop − lim u1 u2 . . . uN N →∞

is called an adapted isometry with localized product representation (LPR). Of course the LPR-condition can be deﬁned whenever an adapted endomorphism acts on tensor products, for example for the ∗ −algebra endomorphism α in 3.3.5. Let an adapted isometry v with LPR be given. We want to examine the question to what extent the sequence (un )∞ n=1 is unique. This is important because we are interested in objects or properties which are deﬁned in terms of the local information provided by the unitaries but which nevertheless only depend on the adapted isometry v itself and not on its product representation. Let us call such objects or properties invariants. 3.4.5 A Way to Construct Unitaries Lemma: Let G, G † be Hilbert spaces and (ηi )i∈I ⊂ G, (ηi† )i∈I ⊂ G † total subsets. If ηi , ηj = ηi† , ηj† for all i, j ∈ I, then there is a unique unitary w : G → G † such that w ηi = ηi† for all i ∈ I. N N Proof: If for γ1 , . . . , γN we have n=1 γn ηin = 0, then also n=1 γn ηi†n = 0. Thus w is well deﬁned on the linear span and there is a unique unitary extension. 2 3.4.6 Technical Preparations Lemma: Let H0 , H1 , H2 be Hilbert spaces and u01 a unitary on H0 ⊗ H1 and u12 a unitary on H1 ⊗ H2 . (We shall also write u01 for u01 ⊗ 1IH2 and u12 for 1IH0 ⊗ u12 , to simplify the notation.) Further we fix a closed subspace G2 ⊂ H2 . Let G1 ⊂ H1 be minimal for the inclusion u12 (H1 ⊗ G2 ) ⊂ H1 ⊗ H2 (see A.3.2). Do the same for two other unitaries u†01 and u†12 on the same spaces. In particular we have G1† ⊂ H1 minimal for the inclusion u†12 (H1 ⊗G2 ) ⊂ H1 ⊗H2 . If u01 u12 ξ = u†01 u†12 ξ is valid for all ξ ∈ H0 ⊗ H1 ⊗ G2 , then there is a unique unitary w : G1 → G1† (identified with 1IH0 ⊗ w ⊗ 1IH2 , to simplify notation) such that u†12 ξ = w u12 ξ

for all ξ ∈ H0 ⊗ H1 ⊗ G2

(i.e. for ξ ∈ H1 ⊗ G2 if u12 , u†12 are interpreted in the other way). Further: u†01 η † = u01 w∗ η †

for all η † ∈ H0 ⊗ G1† .

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces

93

Proof: Given ξ = ξ0 ⊗ ξ12 ∈ H0 ⊗ (H1 ⊗ G2 ) we get for a ﬁxed ONB ( k )k∈J of H2 the expansions † ηk ⊗ k , u†12 ξ = ξ0 ⊗ ηk ⊗ k u12 ξ = ξ0 ⊗ k

k

with ηk ∈ G1 and ηk† ∈ G1† for all k. Now u01 u12 ξ = u†01 u†12 ξ implies that u01 (ξ0 ⊗ ηk ) = u†01 (ξ0 ⊗ ηk† ) for all k. Thus

ξ0 2 ηk , ηl = ξ0 ⊗ ηk , ξ0 ⊗ ηl = u01 (ξ0 ⊗ ηk ), u01 (ξ0 ⊗ ηl ) = u†01 (ξ0 ⊗ ηk† ), u†01 (ξ0 ⊗ ηl† ) = ξ0 ⊗ ηk† , ξ0 ⊗ ηl† = ξ0 2 ηk† , ηl† , and choosing ξ0 = 0 we ﬁnd that ηk , ηl = ηk† , ηl† for all k, l ∈ J. Now we consider diﬀerent ξ and write ηk (ξ12 ) instead of ηk . The mapping (H1 ⊗ G2 ) × (H1 ⊗ G2 ) (ξ12 , ζ12 ) → ηk (ξ12 ), ηl (ζ12 ) is a conjugate-bilinear functional, and by polarization (see [KR83], 2.4) it is determined by the corresponding quadratic form. The same arguments apply to ηk† . From this we conclude that ηk (ξ12 ), ηl (ζ12 ) = ηk† (ξ12 ), ηl† (ζ12 ) for all k, l ∈ J and ξ12 , ζ12 ∈ H1 ⊗ G2 . But G1 is spanned by the ηk (ξ12 ) for all k ∈ J and ξ12 ∈ H1 ⊗ G2 , see A.3.2(2). Analogous for G1† . Thus by Lemma 3.4.5 we conclude that there exists a unique unitary w : G1 → G1† such that w ηk (ξ12 ) = ηk† (ξ12 ) for all k ∈ J, ξ12 ∈ H1 ⊗ G2 . It satisﬁes u†12 ξ = w u12 ξ for all ξ ∈ H0 ⊗ H1 ⊗ G2 . Any element η † ∈ H0 ⊗ G1† can be approximated by k ξk ⊗ ηk† ∈ H0 ⊗ G1† with ηk† occurring as above in an expansion derived from some ξ12 ∈ H1 ⊗ G2 . But we have already seen that u†01 (ξ0 ⊗ ηk† ) = u01 (ξ0 ⊗ ηk ) with ηk = w∗ ηk† . Thus u†01 η † = u01 w∗ η † for all η † ∈ H0 ⊗ G1† . 2

94

3 Adaptedness

3.4.7 Non-uniqueness of Product Representations: Local Result ˜ If v∞= stop − limN →∞ u1 u2 . . . uN is an adapted isometry with LPR on K = n=0 Kn , then we have the following array of subspaces: For all N ∈ N0 N N N N deﬁne GN +1 := CΩN +1 ⊂ KN +1 and then GN , GN −1 , . . . , G0 recursively by N N the requirement that Gn ⊂ Kn is minimal for the inclusion un+1 (Kn ⊗Gn+1 )⊂ Kn ⊗ Kn+1 (see A.3.2). Proposition: Let v = stop − limN →∞ u1 u2 . . . uN and v † = stop − limN →∞ u†1 u†2 . . . u†N ˜ = ∞ Kn , both given by an LPR. Fix N ∈ be adapted isometries on K n=0 N N N N † N † N † N0 . There are subspaces GN +1 , GN , . . . , G0 and (GN +1 ) , (GN ) , . . . , (G0 ) as defined above. Then the following assertions are equivalent: (1) v |K[0,N ] = v † |K[0,N ] N N † (2) There exist uniquely determined unitaries wm : Gm → (Gm ) such that † N † for all n = 1, . . . , N + 1 and all ξ ∈ Kn−1 ⊗ (Gn ) we have u†n ξ † = wn−1 un wn∗ ξ † (with w0 := 1I on K0 and wN +1 := 1I on CΩN +1 ). Note that from un Ωn−1 ⊗ Ωn = Ωn−1 ⊗ Ωn we get wn Ωn = Ωn for all n. N Proof: (2) ⇒ (1) : If ξ † ∈ K[0,N ] ( K[0,N ] ⊗ GN +1 ) then

v † ξ † = u†1 . . . u†N +1 ξ † = u†1 . . . u†N wN uN +1 ξ † ∗ = u†1 . . . u†N −1 (wN −1 uN wN ) wN uN +1 ξ † N † because wN uN +1 ξ † ∈ K[0,N −1] ⊗ (GN ) ⊗ KN +1

= u†1 . . . u†N −1 wN −1 uN uN +1 ξ † ...

for n = 1, . . . , N : wn un+1 . . . uN +1 ξ † ∈ K[0,n−1] ⊗ (GnN )† ⊗ K[n+1,N +1] = u†1 w1 u2 . . . uN +1 ξ † = u1 w1∗ w1 u2 . . . uN +1 ξ † = u1 . . . uN +1 ξ † = v ξ † . (1) ⇒ (2) : Given u†1 . . . u†N +1 ξ † = u1 . . . uN +1 ξ † for all ξ † ∈ K[0,N ] N ( K[0,N ] ⊗ GN +1 ), we can apply Lemma 3.4.6 with H0 = K[0,N −1] , H1 = KN , H2 = KN +1 , u†01 = u†1 . . . u†N , u†12 = u†N +1 , u01 = u1 . . . uN , u12 = uN +1 . The subspace G2 ⊂ H2 occurring in the assumptions of Lemma 3.4.6 is N N † replaced by the subspace GN +1 = (GN +1 ) = CΩN +1 ⊂ KN +1 . The subspaces N N † G1 , G1† of Lemma 3.4.6 are also relabelled and are now called GN , (GN ) , as deﬁned above. Applying Lemma 3.4.6 then gives us a unique unitary N N † N wN : GN → (GN ) such that u†N +1 ξ † = wN uN +1 ξ † for ξ † ∈ KN ⊗ GN +1 . † ∗ ∗ † uN +1 ξ † = uN +1 wN ξ (because w = 1 I), which is (2) Equivalently wN N +1 +1

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces

95

for n = N + 1. N † Also by Lemma 3.4.6 we have for all η † ∈ K[0,N −1] ⊗ (GN ) : ∗ † η . u†1 . . . u†N η † = u1 . . . uN wN

Therefore (if N > 1) we can apply Lemma 3.4.6 again, now with H0 = K[0,N −2] , H1 = K[0,N −1] , H2 = KN , u†01 = u†1 . . . u†N −1 , u†12 = u†N , u01 = ∗ N † and with the subspace (GN ) ⊂ KN replacing G2 . u1 . . . uN −1 , u12 = uN wN N N † We ﬁnd a unitary wN −1 : GN −1 → (GN −1 ) such that ∗ † u†N ξ † = wN −1 uN wN ξ

N † for ξ † ∈ KN −1 ⊗ (GN )

and further ∗ † u†1 . . . u†N −1 η † = u1 . . . uN −1 wN −1 η

N † for ξ † ∈ K[0,N −2] ⊗ (GN −1 ) .

Iterating backwards we ﬁnd all the statements in (2). 2 3.4.8 Minimal Subspaces for v Lemma: The following equivalent properties define closed subspaces Gn ⊂ Kn (for n ∈ N0 ): (1) Gn ⊂ Kn is minimal (see A.3.2) for the inclusion v[n K[n,∞) ⊂ K[n,∞) , where v[n = stop − lim un+1 . . . un+N . (2) Gn is the closure of

N →∞

N N ≥n Gn .

Proof: Note that GnN is increasing if N increases. One can check from the recursive deﬁnition in 3.4.7 (and using A.3.2) that for N ≥ n the subspace GnN ⊂ Kn is minimal for v[n K[n,N ] ⊂ K[n,∞) and it is therefore contained in the minimal space in (1). Conversely note that N ≥n K[n,N ] is dense in K[n,∞) , implying that   GnN  ⊗ K[n+1,∞) . 2 v[n K[n,∞) ⊂ closure of N ≥n

Intuitively, by replacing Kn by Gn we discard vectors which take no part in the tensor product expansion of the range of v. In particular: v(K0 ⊗ K1 ⊗ . . .) ⊂ G0 ⊗ G1 ⊗ . . . . Note that if v[n is unitary on K[n,∞) then Gn = Kn (and Gm = Km for all m < n). However the converse is not true: For example un+1 = 1I already implies Gn = Kn . Compare Section 3.5.

96

3 Adaptedness

3.4.9 Non-uniqueness of Product Representations: Global Result Theorem: Let v = stop − limN →∞ u1 u2 . . . uN and v † = stop − limN →∞ u†1 u†2 . . . u†N be ˜ = ∞ Kn , both given by an LPR. The following adapted isometries on K n=0 assertions are equivalent: (1) v = v † (2) There exists a uniquely determined sequence of unitaries (wm )∞ m=1 with † wm : Gm → Gm and such that for all n ∈ N and all ξ † ∈ Kn−1 ⊗ Gn† we have u†n ξ † = wn−1 un wn∗ ξ † (with w0 := 1I on K0 ). Proof: Note that v = v † if and only if v|K[0,N ] = v † |K[0,N ] for all N . Applying Proposition 3.4.7 for all N we ﬁnd that wn is deﬁned on GnN for all N ≥ n and can be extended to the closure Gn . 2 3.4.10 Discussion Let us add some remarks. Comparing with our abstract considerations about the category of adapted endomorphisms after Deﬁnition 3.2.5, we have achieved here a much more detailed understanding of our more concretely given adapted isometries. In fact, we have exactly determined the non-uniqueness noticed in 3.2.5d, in terms of the factors. The occurrence of the wn is a very natural phenomenon. If, for example, the spaces Kn are ﬁnite-dimensional, then wn : Gn → Gn† interpreted as a partial isometry can always be extended to a unitary wn ∈ B(Kn ) (otherwise, modiﬁcations of Kn make this possible). Thus the non-uniqueness takes the form of a kind of gauge transformation of a G−bundle with G being the unitary group of K, which makes the invariants we are looking for a kind of gauge invariants. Because our adapted isometries are not unitary in general, they ‘feel’ only restrictions of these transformations, and in the theorem we have determined exactly the relevant subspaces Gn . We can also look at un as a map from Kn−1 ⊗ Gn to Gn−1 ⊗ Kn . In general this is only an isometry and need not be surjective. These isometries contain all information about the adapted isometry v. In fact, the formula v = stop − lim u1 u2 . . . uN N →∞

is well deﬁned if the un are interpreted as isometries of this kind. This is not an LPR in the sense of Deﬁnition 3.4.4 but it comes nearer to the detailed picture given for the isometries in Section 3.1 by using defect spaces.

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces un

Kn−1 ⊗ Gn 1⊗wn

u†n

Kn−1 ⊗ Gn†

97

/ Gn−1 ⊗ Kn

wn−1 ⊗1

/ G † ⊗ Kn n−1

Deﬁning vn] := u1 . . . un |K[0,n−1] ⊗Gn we have the decomposition v = vn] v[n for the adapted isometry v. For Markov processes in a coupling representation we have seen it before: The formula v = v1 r in 2.7.4 is a special case with n = 1. 3.4.11 Associated Stochastic Maps Having Theorem 3.4.9 at our disposal, we are now able to check which objects or properties deﬁned in terms of the sequence (un )∞ n=1 are invariants. We now construct a very interesting class of examples. It turns out that certain completely positive maps are good candidates because we can use the slight non-uniqueness of the Stinespring representation (‘up to unitary equivalence’, see A.2.2) to our advantage. With respect to the probabilistic background they represent extended transitions, in the same spirit as extensively discussed in Chapter 1. It is more intuitive here to consider the action on preduals, i.e. on spaces of trace class operators. In the following we use some notation from A.4. We proceed as follows: For all n ∈ N deﬁne isometries vn and v¯n as restrictions of un : vn : Kn−1 Kn−1 ⊗ Ωn → Gn−1 ⊗ Kn , v¯n : Gn Ωn−1 ⊗ Gn → Gn−1 ⊗ Kn . If a diﬀerent LPR (u†n )∞ n=1 of v is used, then using Theorem 3.4.9 we ﬁnd that vn† = wn−1 vn ,

v¯n† = wn−1 v¯n wn∗ .

Now we deﬁne (for all n) four associated completely positive maps. Cn : T (Kn−1 ) → T (Gn−1 ) ρ → T rn (vn ρ vn∗ ), Dn : T (Kn−1 ) → T (Kn ) ρ → T rn−1 (vn ρ vn∗ ), C¯n : T (Gn ) → T (Kn ) ρ → T rn−1 (¯ vn ρ v¯n∗ ), ¯ n : T (Gn ) → T (Gn−1 ) D ρ → T rn (¯ vn ρ v¯n∗ ).

98

3 Adaptedness

n−1 n−1 Note also that vn (Kn−1 ) ⊂ Gn−1 and thus Cn (T (Kn−1 )) ⊂ T (Gn−1 ). Similarly m ¯ n (T (Gnm )) ⊂ T (G m ). The for all m ≥ n we have v¯n (Gnm ) ⊂ Gn−1 and thus D n−1 four maps are trace-preserving and hence they are preadjoints of stochastic maps (see A.4.2). It may be checked that the operators C1 and Dn for all n are invariants while the others are not. We can take a hint from Section 3.1 to produce invariants from these operators in a systematic way. Deﬁne an inﬁnite block matrix whose entries are completely positive maps:

Λv :

∞ n=0

T (Kn ) →

∞

T (Kn )

n=0

¯1 ¯2 ¯N C1 D C2 D CN D Λv = lim ... . D1 C¯1 D2 C¯2 DN C¯N N →∞ ¯N CN D More explicitly, stands for the inﬁnite block matrix DN C¯N   1  ..    .   ¯   D C N N   ¯   C D N N     1     1   .. . and Λv is an inﬁnite product of the same type as considered in Section 3.1. The limit exists pointwise because the factors with high indices act identically on positions with low indices. Explicitly we have  ¯ 1 C2 D ¯ 1D ¯ 2 C3 . . . D ¯1 . . . D ¯ n−1 Cn . . .  C1 D ¯ 2 C3 . . . C¯1 D ¯2 . . . D ¯ n−1 Cn . . .   D1 C¯1 C2 C¯1 D   ¯ ¯ ¯ ¯ n−1 Cn . . .   C D D C . . . C . . . D 2 2 3 2 3     ..  ... . ... D3  . Λv =   ..  . ...    C¯n−1 Cn ...    Dn ... ... ∞ ∞ If ρ ∈ n=0 T (Kn ) and ρm = pm ρ pm with the projection pm : n=0 Kn → Km , then Λv ρ = (Λv )nm (ρm ) = (Λv )nm (pm ρ pm ), n,m

n,m

which shows that Λv is a completely positive map. The use of the subscript v is justiﬁed by the following

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces

99

Proposition: The operator Λv (and thus the array of entries (Λv )nm ) is an invariant. † ∞ † Proof: Consider unitaries (un )∞ n=1 , (un )n=1 with un , un ∈ B(K[n−1,n] ) and ∞ † † (wn )n=0 , wn ∈ B(Gn , Gn ), w0 = 1I. Deﬁne vn , vn , . . . as above. Consider the following statements:

(1) ∀n ∈ N

u†n = wn−1 un wn∗

(2) ∀n ∈ N

vn† = wn−1 vn ,

(on Kn−1 ⊗ Gn† )

v¯n† = wn−1 v¯n wn∗

(3) ∀n ∈ N Cn† = Adwn−1 ◦ Cn , Dn† = Dn , ¯ n† = Adwn−1 ◦ D ¯ n ◦ Adwn∗ C¯n† = C¯n ◦ Adwn∗ , D † † ¯ ¯n Cn D Cn D n (3) ∀n ∈ N ◦ = Adw ◦ Adwn∗ n−1 Dn† C¯n† Dn C¯n on T (Kn−1 ) ⊕ T (Gn† ) † † ¯ ¯n N N Cn D Cn D ∗ n (4) ∀n ∈ N = ◦ AdwN n=1 n=1 Dn C¯n Dn† C¯n† † on T (K0 ) ⊕ . . . ⊕ T (KN −1 ) ⊕ T (GN ) † † ¯ ¯n N N Cn D Cn D n (5) limN →∞ n=1 = lim N →∞ n=1 Dn C¯n Dn† C¯n† If v = limN →∞ u1 u2 . . . uN = limN →∞ u†1 u†2 . . . u†N , then by Theorem 3.4.9 we have (1) for a suitable sequence (wn ). From the deﬁnitions it is straightforward to check that (1) ⇒ (2) ⇒ (3) ⇔ (3) ⇒ (4) ⇒ (5). But (5) tells us that Λv is an invariant. 2 Properties (1), . . . , (5) in the proof above also help in discussing the question to what extent the adapted isometry v is determined by Λv , i.e. how far Λv is from being a complete invariant. (2) ⇒ (1) is not valid in general, because un is deﬁned on Kn−1 ⊗ Gn while vn and vn† only give the restrictions to Kn−1 ⊗ Ωn and Ωn−1 ⊗ Gn . It is valid however in an important special case, namely if the adapted isometry is constructed from a stationary adapted process as shown in Section 3.3 and un is just the extension of an automorphism αn from an LPR of an adapted algebra endomorphism. In fact, an automorphism αn : Cn−1 ⊗ Cn → Cn−1 ⊗ Cn is determined by its values on Cn−1 ⊗ 1I and 1I ⊗ Cn . ¯ n) (3) ⇒ (2) fails if the pair (Cn , Dn ) does not determine vn or (C¯n , D does not determine v¯n . See the example in A.4.2. Similarly (4) ⇒ (3) and also (5) ⇒ (4) may fail. These failures can all be related to the fact that ¯n Cn D occurring in the inﬁnite product are less wellthe 2 × 2−matrices Dn C¯n behaved operators than the unitary 2×2−matrices in Section 3.1. See however 4.3.4.

100

3 Adaptedness

For later use (in 4.3.4) we remark that (5) ⇒ (4) is valid if all the operators Cn : T (Kn−1 ) → T (Gn−1 ) are surjective. In fact, we have   ¯ 1 C2 . . . D ¯1 . . . D ¯N C1 D ¯1 ¯2 ¯N ¯2 . . . D ¯N   D1 C¯1 C2 . . . C¯1 D C2 D CN D C1 D  · ... =  ¯ ¯ ¯   D1 C1 D2 C2 DN CN ... ... C¯N DN and analogous for † . In the matrix for Λv the right column occurs with an † † additional factor CN +1 or CN +1 at each entry. We know that CN +1 = AdwN ◦ CN +1 . By (5) the entries of Λv are given and if as assumed the range of CN +1 is T (GN ), then on T (K0 ) ⊕ . . . ⊕ T (KN −1 ) ⊕ T (GN ) N † N ¯† ¯n Cn D Cn D n = ◦ Adw , N Dn C¯n Dn† C¯n† n=1

n=1

which is (4). 3.4.12 Interpretation of Λv It is possible to give a more concrete interpretation of the entries of Λv as follows: Proposition: If ρm ∈ T (Km ) and n ≤ m + 1, then (Λv )nm (ρm ) = T rk=n v|Km ρm (v|Km )∗ . Here T rk=n denotes partial trace where evaluation of the trace takes place at all positions except n. Proof: We have v|Km = v¯1 . . . v¯m vm+1 . Assume that 0 < n < m. Then T rk=n v|Km ρm (v|Km )∗ ∗ ∗ = T r[0,n−1] T rn+1 . . . T rm T rm+1 v¯1 . . . v¯m vm+1 ρm vm+1 v¯m . . . v¯1∗ ∗ ∗ ∗ ∗ = T rn−1 v¯n T rn+1 v¯n+1 . . . T rm v¯m T rm+1 (vm+1 ρm vm+1 ) v¯m . . . v¯n+1 v¯n ¯ n+1 . . . D ¯ m Cm+1 (ρm ) = (Λv )nm (ρm ). = C¯n D The computation for n = 0 and n = m is similar and left to the reader. We give the case n = m + 1 which is particularly important in the sequel (see Section 3.6): ∗ ) = Dm+1 (ρm ). 2 T r[0,m] v|Km ρm (v|Km )∗ = T rm (vm+1 ρm vm+1 We can also see again here why the invariant Λv fails to be complete. It disregards entanglement in the sense that it only deals with T (Kn ) for diﬀerent n, while there may be problems about the adapted isometry v which make it necessary to consider elements of T (K[n,m] ). Thus the usefulness of this invariant is limited. Nevertheless we shall see an interesting application using the Dn in Section 3.5.

3.4 Adapted Isometries on Tensor Products of Hilbert Spaces

101

3.4.13 The Associated Master Equation The adapted isometry v = stop − limN →∞ u1 u2 . . . uN can be interpreted as a coupling v = u1 v[1 , where v = stop − limN →∞ u2 . . . uN is an adapted isometry acting on K[1,∞) . Compared with the coupling representations discussed in 2.1.6, we have lost the shift property of v[1 and thus also the Markov property of the whole dynamics. Nevertheless, if K0 represents a system under observation then there is some interest in the quantities (Rn )∞ n=0 deﬁned by Rn : T (K0 ) → T (K0 ) ρ → T r[1,∞) (v n ρ v ∗ n ). Here Rn is a trace-preserving completely positive map, in particular R0 = 1I. In the physics literature (see for example [Ca99]) formulas giving the change of Rn (ρ) for varying n are called master equations (usually considered with continuous time parameter). To give a factorization we deﬁne (Cˆn )∞ n=1 by Cˆn := T rn ◦ Ad(un . . . u1 ) :

T (K[0,n] ) → T (K[0,n−1] ).

These are not invariants, we have n−1

Cˆn† = Ad

n

m=0

Proposition:

∗ wm .

wm ◦ Cˆn ◦ Ad m=0

Rn = Cˆ1 . . . Cˆn |T (K0 ) .

Proof: Note that un and um commute if | n − m |≥ 2. Thus for ξ ∈ K0 we get v n ξ = (u1 . . . un )(u1 . . . un−1 ) . . . u1 ξ = u1 (u2 u1 ) . . . (un−1 . . . u1 )(un . . . u1 )ξ. It is enough to consider the one-dimensional projection ρ = pξ to get: T r[1,∞) (v n ρ vn∗ ) = T r1 (u1 T r2 (u2 u1 . . . T rn (un . . . u1 ρ u∗1 . . . u∗n ) . . . u∗1 u∗2 ) u∗1 ) = Cˆ1 . . . Cˆn (ρ). 2 We add some remarks. With vn = un |Kn−1 we have Cˆn |T (K0 ) = T rn ◦ Ad(vn . . . v1 ) = Cn ◦ Ad(vn−1 . . . v1 ). In the Markovian case when v[1 is a shift r, see 2.7.4 and 3.4.10, then Cˆn |T (K0 ) = C1 and Rn = Cˆ1 . . . Cˆn |T (K0 ) = (C1 )n . This has been observed earlier, see 2.8.3.

102

3 Adaptedness

In the general case we see that (un )∞ n=1 may be seen as a kind of choice sequence for (Rn )∞ , in the sense that u 1 , . . . , un−1 determine R1 , . . . , Rn−1 n=1 and then choosing un determines Rn . Compare 3.1.3. However the factorization for Rn given in the proposition above is not very satisfactory because the domain of Cˆn becomes larger in an exponential way as n grows. To devise more eﬃcient algorithms to compute (Rn ) from (un ) seems to be a diﬃcult task.

3.5 Nonlinear Prediction Errors 3.5.1 The Problem Recall the very short sketch of linear prediction theory that we have given in 3.1.4. Using the ‘additive’ product representations on direct sums deﬁned there we have seen that the n-th one-step linear prediction error can be written as a product d1 . . . dn , where the dm occur in the product representation as the defect operators of a choice sequence. Now in Section 3.4 we have developed ‘multiplicative’ product representations on tensor products which interpreted for stochastic processes also include nonlinear functions of the variables of the process. We shall see that it is indeed possible to derive a product formula for the n-th one-step nonlinear prediction error, using the maps D1 , . . . , Dn introduced in 3.4.11. The contents of this section are also discussed in [Go03]. For some general considerations about nonlinear prediction the reader may consult [MW59]. 3.5.2 Nonlinear Prediction We state the one-step nonlinear prediction problem for the setting given in 3.3.5, i.e. we have a process (ξn )∞ n=0 adapted for a tensor product ﬁltration ˜ (C[0,n] )∞ n=0 ⊂ A. The algebra C[0,n−1] represents the information available up to time n − 1. The optimal one-step nonlinear predictor for ξn in the mean square sense is an element of C[0,n−1] with minimal distance to ξn in the Hilbert space norm. The abstract solution to this problem is given by Q[0,n−1] (ξn ), where Q[0,n−1] is the conditional expectation onto C[0,n−1] , compare 3.3.5. The real problem here is to ﬁnd formulas and algorithms for this in terms of the data actually given to specify the process. In the quantum mechanical case there are additional problems of interpretation, and the question what actually can be measured becomes more delicate. We shall not enter these problems here but concentrate on the n-th one-step nonlinear prediction error fn := ξn − Q[0,n−1] (ξn ) , Here · is the norm of the GNS-Hilbert space and it is therefore natural to probe our spatial approach for computing it.

3.5 Nonlinear Prediction Errors

103

3.5.3 Technical Preparation If v : H → G ⊗ P is an isometry then we can deﬁne the map D : T (H) → T (P),

ρ → T rG (v ρ v ∗ ),

which is the preadjoint of a stochastic map, see A.4.2. Lemma: Let H0 , H1 , H2 be Hilbert spaces, u : H0 ⊗H1 → H0 ⊗H1 unitary and w : H1 → H1 ⊗ H2 isometric. To simplify notation we also write u for u ⊗ 1IH2 and w for 1IH0 ⊗w. If we define an isometry v := uw : H0 ⊗H1 → H0 ⊗H1 ⊗H2 , then Dv = Dw ◦ T rH0 : T (H0 ⊗ H1 ) → T (H2 ) Proof: Assume ρ ∈ T (H0 ⊗ H1 ). Then Dw ◦ T rH0 (ρ) = T rH1 (w T rH0 (ρ) w∗ ) = T rH0 ⊗H1 (w ρ w∗ ) = T rH0 ⊗H1 (u w ρ w∗ u∗ ) = T rH0 ⊗H1 (v ρ v ∗ ) = Dv (ρ).

2

3.5.4 A Formula for Nonlinear Prediction Errors Now we shall derive a product formula for the prediction error in the setting of Section 3.4, i.e. we have an adapted isometry (with LPR) v = stop − ˜ We use vm = um |Km−1 and the limN →∞ u1 . . . uN on a tensor product K. maps Dm introduced in 3.4.11. Further we denote by q[0,m] the projection onto K[0,m] . Lemma: Assume ξ, ξ ∈ K0 . Then for all n ∈ N T r[0,n−1] (| v n ξ v n ξ |) = Dn . . . D1 (| ξ ξ |)

and

q[0,n−1] v n ξ, q[0,n−1] v n ξ = Ωn , Dn . . . D1 (| ξ ξ |) Ωn Proof: To prove the ﬁrst part we proceed by induction. The case n = 1 is given in A.4.5 (note that v|K0 = v1 ). Now for some n > 1 assume that T r[0,n−2] (| v n−1 ξ v n−1 ξ |) = Dn−1 . . . D1 (| ξ ξ |). We have v n ξ = u1 . . . un v n−1 ξ = u1 . . . un−1 vn v n−1 ξ (and the same for ξ ). We can now apply Lemma 3.5.3 with H0 = K[0,n−2] , H1 = Kn−1 , H2 = Kn , u = u1 . . . un−1 , w = vn . We get T r[0,n−1] (| v n ξ v n ξ |) = Duw (| v n−1 ξ v n−1 ξ |) = Dn T r[0,n−2] (| v n−1 ξ v n−1 ξ |) = Dn Dn−1 . . . D1 (| ξ ξ |).

104

3 Adaptedness

The second part follows from the ﬁrst by a direct computation, compare the proof of A.4.5. 2 For ξ ∈ K0 the n−th (one-step nonlinear) prediction error is given by fn (ξ) := v n ξ − q[0,n−1] v n ξ =

1 2

ξ − q[0,n−1] v n ξ 2 2 .

Theorem: For all unit vectors ξ ∈ K0 and n ∈ N fn (ξ)2 + Ωn , Dn . . . D1 (pξ ) Ωn = 1. Here pξ = | ξξ | is the one-dimensional projection onto Cξ. Proof: This is immediate from the second part of the preceding lemma. 2 The formula for prediction errors given in the theorem shows that the operators Dm measure a kind of nonlinear defect in a similar way as the numbers dm in Section 3.1 are defect operators in the usual sense. In particular our result can be applied to commutative processes and it yields a ‘noncommutative’ formula also in this case. In this respect it is a nice encouragement for the spatial approach and the concept of extended transition which we are going to elaborate here. An elementary example has been computed in Section 4.2. 3.5.5 Asymptotics As a direct application of the product formula for the prediction error we want to analyze the behaviour for large time (n → ∞). Let us start with some deﬁnitions. A stationary stochastic process given by K0 and an adapted isometry v ˜ is called deterministic with respect to the ﬁltration (K[0,n] )∞ if on K n=0 f∞ (ξ) := lim fn (ξ) = 0 n→∞

for all ξ ∈ K0 .

Of course this should not be confused with the linear concept of determinism mentioned in 3.1.4 which only for Gaussian processes yields the same results. ˜ n : T 1 (K0 ) → T 1 (Kn ) for all n. If ˜ n ) be a sequence of maps with D Let (D + + ˜ n (ρ)) with ρ ∈ T+1 (K0 ) (in the sense of (Ωn ) is absorbing for all sequences (D A.5.3, i.e. ˜ n (ρ) − pΩn = 0 lim D n→∞

weak or with respect to the trace norm), then we call (Ωn ) absorbing for ˜ n ). (D

3.5 Nonlinear Prediction Errors

105

Proposition: For a unit vector ξ ∈ K0 the following assertions are equivalent: (1) f∞ (ξ) = limn→∞ fn (ξ) = 0, (2) limn→∞ Dn . . . D1 (pξ ) − pΩn = 0 A stationary stochastic process given by K0 and v is deterministic with respect to the filtration (K[0,n] )∞ n=0 if and only if (Ωn ) is absorbing for ˜ n := Dn . . . D1 ). (D Proof: Take the formula for fn (ξ) in Theorem 3.5.4 and then apply A.3.5 with ρn = Dn . . . D1 (pξ ). The second part then follows by approximating arbitrary density matrices by convex combinations of one-dimensional projections. 2 Note that the sequence (fn (ξ)) of prediction errors is in any case a nonincreasing sequence of non-negative numbers and thus there is always a limit f∞ (ξ) := lim fn (ξ). This is immediate because the time interval used for n→∞ prediction increases and there is more and more information available. The proposition gives a criterion for this limit to be zero, i.e. for prediction becoming perfect for n → ∞. This is a nonlinear version of the results discussed in 3.1.4. 3.5.6 Homogeneous Case We say that an adapted isometry v with LPR is homogeneous if all Hilbert spaces Kn can be identiﬁed with a Hilbert space K, all unit vectors Ωn ∈ Kn with a unit vector ΩK ∈ K and all unitaries un ∈ B(K[n−1,n] ) occurring in the LPR v = stop − limN →∞ u1 u2 . . . uN with a unitary u ∈ B(K ⊗ K). In the homogeneous case we can further identify all operators Dm with an operator D : T (K) → T (K) and the absorption property appearing in Proposition 3.5.5 reduces to the one used in A.5.2, i.e. the state given by ΩK is absorbing for the stochastic map D∗ . It is much easier to do computations in the homogeneous case. See A.5.2 for criteria and the example in Section 4.2. This kind of absorption has also arisen in 2.8.4, and this coincidence yields an interesting correspondence between Markov processes in a coupling representation and homogeneous stationary processes. Given a unitary u = u1 on K ⊗ K = K0 ⊗ K1 we have the isometry v1 = u|K⊗ΩK and the maps C : ρ → T r1 (v1 ρ v1∗ ) and D : ρ → T r0 (v1 ρ v1∗ ), see A.4 for a detailed analysis. The Markov process with time evolution Ad u1 ◦σ (see 2.8.4) is asymptotically complete if and only if ΩK is absorbing for C = Z∗ . The homogeneous stationary process speciﬁed by u is deterministic if and only if ΩK is absorbing for D. We see that the mathematical structure behind these phenomena is the same. To extend this C-D-correspondence to non-homogeneous stationary processes means to consider Markov processes whose transitions vary in time.

106

3 Adaptedness

3.6 The Adjoint of an Adapted Isometry 3.6.1 Associated Stochastic Maps for the Adjoint We want to examine the adjoint v ∗ of an adapted isometry v with LPR given by v = stop − limN →∞ u1 u2 . . . uN . It follows that v ∗ = wop − limN →∞ u∗N . . . u∗1 which in general is neither adapted nor an isometry. For all n ∈ N deﬁne isometries vn and v¯n as restrictions of u∗n : vn : Kn−1 Kn−1 ⊗ Ωn → Kn−1 ⊗ Kn , v¯n : Kn Ωn−1 ⊗ Kn → Kn−1 ⊗ Kn . To identify corresponding invariants, it is useful to determine how these isometries transform under changes of the product representation. If we have another LPR v = stop − limN →∞ u†1 u†2 . . . u†N then by Theorem 3.4.9 we get u†n = wn−1 un wn∗ on Kn−1 ⊗ Gn† . We use the notation gn := 1I ⊗ pGn , where 1I acts on spaces that will be clear from the context and pGn is the projection from Kn onto Gn . Similarly gn† := 1I ⊗ pGn† . Lemma: The isometries vn and v¯n transform as follows: † (vn )∗ gn† = wn−1 (vn )∗ gn wn∗ ∗ ∗ ((¯ vn )† )∗ gn† = (¯ vn ) gn wn Proof: Writing in−1 for the embedding Kn−1 → Kn−1 ⊗ Kn so that qn−1 = i∗n−1 is the projection from Kn−1 ⊗ Kn onto Kn−1 , we ﬁnd that vn = u∗n in−1 and (vn )∗ = qn−1 un . Thus †

(vn )∗ gn† = qn−1 u†n gn† = qn−1 wn−1 un wn∗ gn† = wn−1 qn−1 un gn wn∗ , where wn is interpreted as a partial isometry with initial space Kn−1 ⊗ Gn and ﬁnal space Kn−1 ⊗ Gn† . We conclude that † (vn )∗ gn† = wn−1 (vn )∗ gn wn∗ . Similarly we have (¯ vn )∗ = qn un and ((¯ vn )† )∗ gn† = qn u†n gn† = qn wn−1 un wn∗ gn† = qn un gn wn∗ , ∗ ∗ ((¯ vn )† )∗ gn† = (¯ vn ) gn wn . 2

3.6 The Adjoint of an Adapted Isometry

107

Analogous to 3.4.11, this suggests to deﬁne the following associated completely positive maps: En : T (Gn−1 ) → T (Kn−1 ) ρ → T rn (gn vn ρ (vn )∗ gn ), Fn : T (Gn−1 ) → T (Gn ) gn T (Kn )gn ρ → T rn−1 (gn vn ρ (vn )∗ gn ) = gn T rn−1 (vn ρ (vn )∗ ) gn , ¯n : T (Kn ) → T (Gn ) gn T (Kn )gn E ρ → T rn−1 (gn v¯n ρ (¯ vn )∗ gn ) = gn T rn−1 (¯ vn ρ (¯ vn )∗ ) gn , F¯n : T (Kn ) → T (Kn−1 ) ρ → T rn (gn v¯n ρ (¯ vn )∗ gn ). Inserting the gn is necessary to control the inﬂuence of diﬀerent product representations, as analyzed above. It has the eﬀect that the trace is not preserved. On positive elements these maps are T r−decreasing. We shall see however that for some purposes the gn can be ignored and then we shall sometimes ¯n , F¯n also for the quantities deﬁned with the gn use the notation En , Fn , E omitted. We can now proceed similar as in 3.4.11. We deﬁne ∞

Λv ∗ :

T (Kn ) →

n=0

Λ where

En Fn

v∗

= lim

F¯n ¯n E

N →∞

EN FN

F¯N ¯N E

∞

T (Kn )

n=0

EN −1 · FN −1

F¯N −1 ¯N −1 E

...

E1 F1

F¯1 E¯1

,

stands for the inﬁnite block matrix            



1 ..

          

. En Fn

F¯n ¯n E 1 1 ..

.

and the limit exists because each position is nontrivially acted upon only by ﬁnitely many factors.

108

3 Adaptedness

Λv∗ is a completely positive map on ∞ n=0 T (Kn ), explicitly:   F¯1 E1 ¯1 F¯2   E2 F1 E2 E   Λv∗ =  E3 F2 F1 E3 F2 E ¯1 E3 E ¯2 F¯3 .   .. ... ... ... ... . Proposition: The operator Λv∗ (and thus the array of entries (Λv∗ )nm ) is an invariant. Proof: Using the lemma above we infer ∗ En† = En ◦ Adwn−1 ∗ Fn† = Adwn ◦ Fn ◦ Adwn−1 ¯ † = Adwn ◦ E¯n E n F¯n† = F¯n

or equivalently

En† F¯n† ¯n† Fn† E

= Adwn ◦

We conclude that † † † † EN F¯N E1 F¯1 ... † ¯† ¯† FN EN F1† E 1

En F¯n ¯n Fn E

=

AdwN ◦

∗ . ◦ Adwn−1

EN F¯N ¯N FN E

...

E1 F¯1 ¯1 F1 E

,

and in the limit N → ∞ we have invariance. 2 3.6.2 Interpretation of Λv∗ To understand more clearly the meaning of the invariant Λv∗ we can proceed as follows. We consider the case n > m and leave the small modiﬁcations necessary in the other cases to the reader. First assume that v is unitary. Then for all l we have Gl = Kl , gl = 1I and v[l is unitary. Thus for ρm ∈ T (Km ) we get ∗ u∗n+1 . . . u∗m ρm um . . . un+1 v[n+1 ) T rk=n (v ∗ ρm v) = T rk=n (v[n+1 ∗ = T rk=n (un+1 . . . u∗m ρm um . . . un+1 )

(and by evaluating thev partial traces successively) = T rn+1 u∗n+1 T rn−1 u∗n . . . T rm u∗m+1 T rm−1 (u∗m ρm um ) um+1 . . . un un+1 ¯m (ρm ) = (Λv∗ )nm (ρm ). = En+1 Fn . . . Fm+1 E In this case all the maps are T r−preserving.

3.6 The Adjoint of an Adapted Isometry

109

If v is not unitary then also v[n+1 is not unitary and the equality above is not ⊥ valid. From ul (Kl−1 ⊗ Gl ) ⊂ Gl−1 ⊗ Kl we ﬁnd that gl u∗l gl−1 = 0 for all l and gn+1 u∗n+1 u∗n . . . u∗m = gn+1 u∗n+1 gn u∗n . . . gm u∗m . ¯m it is legitimate to Thus in computing a product such as En+1 Fn . . . Fm+1 E drop the gl from the deﬁning formulas for these maps except the highest one, here gn+1 . In particular T rk=n (gn+1 u∗n+1 . . . u∗m ρm um . . . un+1 gn+1 ) = (Λv∗ )nm (ρm ). Consider the decomposition v = vn+1] v[n+1 , see 3.4.10. Here vn+1] u1 . . . un+1 gn+1 and we get

=

∗ ρm vn+1] ) = (Λv∗ )nm (ρm ). T rk=n (vn+1]

Decreasing of the trace reﬂects the fact that vn+1] is not unitary if gn+1 = 1I. ∗ ⊥ ⊥ ˜ ⊂ Ker(v ∗ ). Compare 3.4.10. K Because v[n+1 gn+1 = 0 we have gn+1 [n+1 3.6.3 Invariants Related to the Range of v We want to ﬁnd criteria for an adapted isometry to be unitary. Proposition: Let ξ ∈ K0 be a unit vector. Then for all n ∈ N

pvK[0,n−1] ξ 2 = Ωn , Fn . . . F1 (pξ ) Ωn , where pvK[0,n−1] and pξ are the projections onto vK[0,n−1] and Cξ. Remark: That the right hand side is an invariant can also be seen from ∗ Fn† = Adwn ◦ Fn ◦ Adwn−1 together with w0 = 1I, wn Ωn = Ωn . Proof: We denote by q[0,n−1] the projection onto K[0,n−1] . Because v|K[0,n−1] = u1 . . . un |K[0,n−1] we ﬁnd that pvK[0,n−1] = v q[0,n−1] v ∗ = u1 . . . un q[0,n−1] u∗n . . . u∗1 ,

pvK[0,n−1] ξ = q[0,n−1] u∗n . . . u∗1 ξ . Using A.4.5 it follows that

q[0,n−1] u∗n . . . u∗1 ξ 2 = Ωn , T r[0,n−1] (u∗n . . . u∗1 pξ u1 . . . un ) Ωn = Ωn , T rn−1 u∗n T rn−2 (u∗n−1 . . . T r0 (u∗1 pξ u1 ) . . . un−1 )un Ωn = Ωn , Fn . . . F1 (pξ ) Ωn .

2

For the last equality of the proof recall from 3.6.1 that in computing products such as Fn . . . F1 all the projections gm may be omitted except gn . But gn Ωn = Ωn , thus for computing the inner product above gn can be omitted also. In other words: To apply the proposition it is not necessary to know the subspaces

110

3 Adaptedness

Gm , and for this purpose it is legitimate to drop the projections gm in the deﬁnition of the Fm . For the rest of Section 3.6 this simpliﬁcation is always valid. Corollary: Let ξ ∈ K0 be a unit vector. Then (a) v ∗ ξ 2 = limn→∞ Ωn , Fn . . . F1 (pξ ) Ωn (b) v ∗ ξ = ξ = 1 if and only if for n → ∞ Fn . . . F1 (pξ ) − pΩn −→ 0. Here pΩn is the projection onto CΩn and the convergence is weak or with respect to the trace norm (see A.5.2 and A.5.3). Proof: Note that

v ∗ ξ 2 = pvK˜ ξ 2 = lim pvK[0,n−1] ξ 2 n→∞

and apply the proposition. Now (b) follows from (a) using A.5.3. 2 3.6.4 Criteria for the Unitarity of an Adapted Isometry To check whether v is unitary or not we have to extend the arguments above ˜ for ξ˜ ∈ K. Proposition: For unit vectors ξ ∈ K[0,m] we have for all n > m

pvK[0,n−1] ξ 2 = Ωn , Fn . . . Fm+1 (ρ) Ωn with ρ := T rk=m (u∗m . . . u∗1 pξ u1 . . . um ) ∈ T (Km ). Further

v ∗ ξ 2 = pvK˜ ξ 2 = lim Ωn , Fn . . . Fm+1 (ρ) Ωn n→∞

and v ∗ ξ = ξ = 1 if and only if weak or with respect to the trace norm Fn . . . Fm+1 (pξ ) − pΩn −→ 0

for n → ∞.

Proof: Proceeding similarly as in 3.6.3 we ﬁnd that

q[0,n−1] u∗n . . . u∗1 ξ 2 = Ωn , T r[0,n−1](u∗n . . . u∗1 pξ u1 . . . un ) Ωn = Ωn , T r[m,n−1] u∗n . . . u∗m+1 T r[0,m−1] (u∗m . . . u∗1 pξ u1 . . . um )um+1 . . . un Ωn = Ωn , T r[m,n−1] (u∗n . . . u∗m+1 ρ um+1 . . . un ) Ωn = Ωn , Fn . . . Fm+1 (ρ) Ωn . The other assertions follow from that as in the proof of Corollary 3.6.3. 2

3.6 The Adjoint of an Adapted Isometry

111

Theorem: The following assertions are equivalent: (a) v is unitary. (b) For all m ∈ N0 and all density matrices ρm ∈ T+1 (Km ) lim Fn . . . Fm+1 (ρm ) − pΩn = 0 n→∞

weak or with respect to the trace norm. ˜ = Proof: The isometry v is unitary if and only if v ∗ is an isometry, i.e. v ∗ ξ

˜ ˜ ˜

ξ for all ξ ∈ K or, equivalently, for all ξ ∈ K[0,m] for all m ∈ N0 . Now the theorem follows from the preceding proposition: Just note that if ξ varies over all unit vectors in K[0,m] then u∗m . . . u∗1 ξ does the same, and therefore the corresponding density matrices vary over all elements of T+1 (Km ). 2 3.6.5 Homogeneous Case Recall the deﬁnition of homogeneity in 3.5.6. In this situation we can simplify the unitarity criterion above. We use the notation v1 = u∗ |K⊗ΩK . Proposition: If v is homogeneous then the following assertions are equivalent: (a) v is unitary. (b) The vector state given by ΩK ∈ K is absorbing for the stochastic map F ∗ : B(K) → B(K) given by F ∗ (y) = (v1 )∗ 1I ⊗ y v1 . Proof: Because of homogeneity we can also drop the index n for the map Fn and get F (if we also omit the projection gn in the original deﬁnition in 3.6.1, which is legitimate for the considerations here, as remarked earlier). Then F ∗ is the adjoint map of F , see A.4.2. We also observe that the conditions in Theorem 3.6.4 for diﬀerent m are equal to each other in the homogeneous case, and in A.5.2 it is shown that the resulting condition is valid if and only if the vector state given by ΩK is absorbing. 2 Thus we have the interesting result that the problem of unitarity for a homogeneous adapted isometry can be completely reduced to the setting analyzed in A.5.2 (absorbing vector states for stochastic maps) and we can use the equivalences established there to check unitarity. An example is given in 4.3.3. Note that analogous to the C − D−correspondence described in 3.5.6 we also have a C-F-correspondence between Markov processes in a coupling representation and homogeneous stationary processes. The remarks in 3.5.6 apply here as well.

4 Examples and Applications

From the previous chapter one may get the impression that a theory of noncommutative stationary processes based on the concept of an adapted endomorphism is rather abstract. Certainly it needs to be supplemented by good examples and applications. In this chapter we take up this task. It is natural to look ﬁrst how classical stationary processes ﬁt into the framework. The point of view of adapted endomorphisms is unusual for a classical probabilist. As explained in 3.2.11, the construction of the factors of a product representation corresponds to a step-by-step construction of the adapted endomorphism, i.e. of the time evolution of the process. We call this the problem of stationary extension and give an elementary classiﬁcation. This seems to be unknown to classical probabilists, conﬁrming the assertion that the point of view is unusual. Then we embed these considerations systematically into the theory of adapted endomorphisms. In the Markovian case we are back at coupling representations and under all stationary extensions the Markovian one is distinguished by a maximal entropy property. Then we probe our formula for nonlinear prediction, stated and proved in Section 3.5, in the case of classical stationary processes. We get a remarkable connection between classical and noncommutative probability theory because also for classical processes this formula involves completely positive maps on matrices. Concrete evaluation can be done by a reduction to stochastic matrices, but the probabilistic meaning of this is not clear. Low-dimensional examples provide our starting point for noncommutative processes. In particular, for ﬁltrations based on Cliﬀord algebras we have a functorial construction of adapted endomorphisms which are Bogoljubov transformations. It is interesting to note that for generalized Cliﬀord algebras with generalized commutation relations some simplifying features are preserved, although no functorial construction is available any more. We show how these results of [Go01] ﬁt into the framework. There are additional results in this case, and one may ask how to solve similar problems for more complicated algebras.

R. Gohm: LNM 1839, pp. 113–147, 2004. c Springer-Verlag Berlin Heidelberg 2004

114

4 Examples and Applications

A very interesting noncommutative ﬁltration is obtained by considering tensor products of matrix algebras. There we have the pleasant feature that we automatically get localized product representations for stationary adapted processes. The study of such endomorphisms is a very rich and rather diﬃcult subject. It has been one of the motivations for our general approach to adaptedness to give a careful framework in which this research project can be done in a systematic way. Here we only give a detailed introduction to the basics and discuss how it is connected to other work in operator algebras, in particular to the theory of subfactors of the hyperﬁnite II1 −factor. Further work reﬁning our approach, for example computations of Jones indices of the occurring subfactors, is contained in [Go3] and is not included here. Of course, much more general towers of algebras and corresponding ﬁltrations can be studied, especially those arising from the basic construction of V.F.R. Jones [Jo83, GHJ89]. This is also not discussed here. It emerges from these classes of examples that the general theory of Chapter 3 only gives a rather loose framework and that the most interesting part of the work has to take into account the speciﬁc properties of the operator algebras. Of course, this is only natural because the amazing diversity of noncommutative stochastic processes arises exactly from these diﬀerent algebraic structures, and thus this diﬃculty should be taken as a challenge instead of a drawback. The last section seems to be a curiosity in some respect, but on the other hand it takes up the important problem of embedding classical processes into noncommutative ones, already touched upon in the Introduction. It is shown that it is not always possible to extend a classical stationary adapted process to all operators on the GNS-spaces such that the extension is again stationary and adapted. This is a non-Markovian phenomenon. A typical example is given by the Fredkin gate, giving one more connection to quantum information theory.

4.1 Commutative Stationarity 4.1.1 Stationarity in Classical Probability The probabilistic impact of the theory outlined in Chapter 3 becomes clearer by analyzing commutative stationary processes in this respect. While stationary processes are treated in many monographs about classical probability (see for example [Ro74]), the point of view of constructing an adapted endomorphism with PR is new and leads to some considerations of a diﬀerent ﬂavour. We decided to write them up for processes not only with discrete time index (as always in this work) but also with only ﬁnitely many values. This leads to an interesting purely combinatorial structure for which one may seek further applications. The restriction to ﬁnitely many values is not essential and may be removed at the price of additional technicalities.

4.1 Commutative Stationarity

115

4.1.2 Backward and Forward Transition Look at the following problem: Let ξ0 , ξ1 , . . . , ξN be random variables with values in {1, . . . , a}, where 2 ≤ a ∈ N, and with joint distribution µ. By deﬁnition µ is a probability measure on the cartesian product {1, . . . , a}{0,...,N } . We have to introduce some notation: Denote elements of {1, . . . , a}{0,...,N } by (i0 . . . iN ) where in ∈ {1, . . . , a} for n = 0, . . . , N . We shall use indices i, k ∈ {1, . . . , a} and multi-indices j = (j0 . . . jn−1 ) ∈ {1, . . . , a}n with length |j| = n (where |j| = 0 means: omit the index j). (ij0 . . . jN −1 ) is abbreviated by (ij). Cylinder sets are marked by a star ∗ at positions that are not ﬁxed, e.g.: (∗i1 . . . iN ) = i∈{1,...,a} (i i1 . . . iN ). Stars on the right side are sometimes omitted: (j) = (j∗). If p, q are probability measures on {1, . . . , a} we denote by M(p, q) the set of possible joint distributions (on {1, . . . , a}2 ), i.e. for λ ∈ M(p, q) we have i λ(i, k) = q(k), k λ(i, k) = p(i). We now assume that the measure µ is stationary, i.e. µ(i0 . . . iN −1 ∗) = µ(∗i0 . . . iN −1 ) for all indices i0 , . . . , iN −1 . This means that the random variables ξ0 , ξ1 , . . . , ξN may be interpreted as a connected section cut from a stationary stochastic process. For any multi-index j ∈ {1, . . . , a}N we consider two associated probability measures on {1, . . . , a}, the backward transition probability measure pj and the forward transition probability measure q j : µ(ij) µ(∗j) µ(jk) q j (k) := µ(j∗) for N = 0 this means p∅ (i) = q ∅ (i) = µ(i) . A probability measure µ ˜ on {1, . . . , a}{0,...,N +1} is called a stationary extension of µ if µ ˜ is stationary and pj (i) :=

µ ˜ | {1,...,a}{0,...,N } = µ. We may think of it as adjoining another random variable ξN +1 in a stationary way.

116

4 Examples and Applications

4.1.3 Classiﬁcation of Stationary Extensions The problem we want to consider consists in classifying all stationary extensions of a given stationary measure µ. Proposition: Let µ be a stationary probability measure on {1, . . . , a}{0,...,N } . There is a oneto-one correspondence between the set of stationary extensions µ ˜ of µ and the cartesian product Π|j|=N M(pj , q j ) which is given by µ ˜(ijk) = λj (i, k) · µ(j∗) where (λj )|j|=N ∈ Π|j|=N M(pj , q j ). Proof: If µ ˜ is a stationary extension then for all j with |j| = N we get µ ˜(ijk) = µ ˜(∗jk) = µ ˜(jk∗) = µ(jk) = q j (k) µ(j∗) i

µ ˜(ijk) = µ ˜(ij∗) = µ(ij) = pj (i) µ(∗j) = pj (i) µ(j∗).

k

Conversely if (λj )|j|=N ∈ Π|j|=N M(pj , q j ) is given then µ ˜(ij∗) =

k

µ ˜(ijk) =

λj (i, k) µ(j∗) = pj (i) µ(j∗) = pj (i) µ(∗j) = µ(ij),

k

i.e. µ ˜ is an extension of µ and µ ˜(∗jk) = µ ˜(ijk) = λj (i, k) µ(j∗) = q j (k) µ(j∗) = µ(jk) = µ ˜(jk∗), i

i

i.e. µ ˜ is stationary. 2 If the denominators µ(∗j) or µ(j∗) in the deﬁning formulas for pj or q j are zero then in the corresponding path no extension is necessary because it is already a set of measure zero. Therefore we loose nothing if we ignore these cases here and in the sequel. 4.1.4 Transition Operators As described in 3.3.2, instead of a probability space (Ω, Σ, µ) we can consider the function algebra A = L∞ (Ω, Σ, µ). The measure µ induces the state φ = φµ . We shall not distinguish in notation between measurable sets in Σ and the corresponding characteristic functions in A. Pairs (A, φ) are the objects of the category to be studied. As described in 2.1.2, a random variable ˜ Σ, ˜ µ ξ : (Ω, ˜) → (Ω, Σ, µ) corresponds to a *-homomorphism ˜ Σ, ˜ µ jξ : L∞ (Ω, Σ, µ) → L∞ (Ω, ˜),

f → f ◦ ξ,

4.1 Commutative Stationarity

117

i.e. to an embedding of a smaller object. jξ is also called a random variable ˜ to indicate that it is a morphism ˜ φ) and we use the notation jξ : (A, φ) → (A, of our category. A stationary stochastic process is speciﬁed by a random variable j0 : ˜ and an endomorphism α : (A, ˜ → (A, ˜ It is formed ˜ φ) ˜ φ) ˜ φ). (A, φ) → (A, by the sequence (jn )n≥0 of random variables where jn := αn ◦ j0 . If these random variables have values in {1, . . . , a}, i.e. A = Ca , then we continue to use our notation introduced above for cylinder sets and for the corresponding characteristic functions in A. Without restriction of generality we shall assume in this case that for each canonical basis vector δi ∈ Ca we have φ(δi ) > 0 (otherwise use a < a). Joint distributions are replaced by transition operators: Suppose that p, q are probability measures on {1, . . . , a} (and p(i) > 0, q(k) > 0 for all i,k corresponding to our assumption above). Then to any λ ∈ M(p, q) we associate the transition operator S : (A = Ca , q) → (B = Ca , p), which with respect to the canonical basis {δi } of Ca is given by a stochastic matrix with p(i) · Sik = λ(i, k) for all i,k. Compare Section 1.1 for examples with a = 2 and p = q. In this way we get a set S(q, p) of transition operators in one-to-one correspondence to the set M(p, q) of joint distributions. In the setting of Proposition 4.1.3 to any joint distribution λj ∈ M(pj , q j ) there is an associated transition operator S j ∈ S(q j , pj ), and we get j = Sik

µ ˜(ijk) λj (i, k) = = q ij (k), j p (i) µ(ij)

i.e. the probability of a transition to k given (ij). 4.1.5 Adapted Endomorphisms Now recall the deﬁnition of adaptedness for this context (compare 3.2.6). ˜ φ) ˜ → (A, ˜ φ) ˜ is adapted with PR for a ﬁltration An endomorphism α : (A, ˜ ˜ ˜ ˜ A0 = A0 ⊂ A1 ⊂ A2 ⊂ . . . ⊂ A if there are automorphisms α ˜0, α ˜1 , α ˜ 2 , . . . of ˜ satisfying ˜ φ) (A, (0) α ˜0 = 1I (1) α ˜n+1 A˜n+1 = A˜n+1 (2) α ˜n+1 |A˜n = α |A˜n . We can use the terminology and the general theory of Section 3.2 for this category. In particular there exist factors α1 , α2 , . . ., see 3.2.7. For any adapted endomorphism we can consider the stationary process speciﬁed by the random

118

4 Examples and Applications

variable j0 = 1I |A0 : A0 → A˜ and the endomorphism α. A stationary process which is represented in this way has been called adaptedly implemented with PR, see 3.3.4. An adaptedly implemented process is also adapted in the wide sense which is the customary notion of adaptedness in probability theory. In fact, with An := jn (A0 ) = αn ◦ j0 (A0 ) and A[0,n] generated by all Am with 0 ≤ m ≤ n, we have the ﬁltration (A[0,n] )∞ n=0 canonically associated to the ˜ process, and it follows that A[0,n] ⊂ An for all n, compare 3.2.7(d). In fact, the assumption of adapted implementedness with PR is strictly stronger than that, as can be seen by the following example. 4.1.6 Counterexample The following considerations are a slightly modiﬁed version of ideas presented in ([K¨ u88b], 4.4). We construct a stationary Markov chain with values in {1, . . . , a} in the traditional way: A[0,n] :=

n

Ca ∼ = l∞ ({1, . . . , a}n+1 ),

m=0

µ(ij) := µ(i) tij0 tj0 j1 . . . tjn−2 jn−1 , where {µ(i)}ai=1 is a probability distribution which is stationary with respect to a transition matrix T = (tik )ai,k=1 . The tensor shift σ implements a Markov chain with transition probabilities (tik )ai,k=1 . Now the following problem arises: Is the tensor shift σ adapted with PR for the canonical ﬁltration A0 ⊂ A[0,1] ⊂ A[0,2] ⊂ . . . ? Every automorphism α ˜1 of Ca ⊗ Ca ∼ = l∞ ({1, . . . , a}2 ) is induced by a per2 mutation of {1, . . . , a} . The adaptedness condition α ˜ 1 |Ca 1I = σ |Ca 1I is equivalent to α ˜ 1 (i∗) = (∗i) for all i ∈ {1, . . . , a}. This can be done in a µ |A[0,1] preserving way if and only if for all i ∈ {1, . . . , a} the vectors (µ(i) tik )ak=1 and (µ(k) tki )ak=1 are permutations of each other, see ([K¨ u88b], 4.4) for more details. This is valid in certain cases, for example if a = 2 or when the process fulﬁls the detailed balance condition (which here means that the two vectors are identical), but it is easy to give examples where it is not valid. This shows that ‘adapted in the wide sense’ in general does not imply ‘adaptedly implemented’. The ﬁltration must also have enough ‘space’ for the required morphisms. 4.1.7 Stationary Extensions and Extending Factors Now we show that it is always possible to construct adapted implementations with PR for any stationary process, though not in the traditional way tried in 4.1.6. First we look for conditions to be imposed upon an extending factor αN +1 (see 3.2.9) to implement a speciﬁed stationary extension. Recall that α ˜ N = α1 . . . αN .

4.1 Commutative Stationarity

119

Proposition: Let (α1 , . . . , αN ) be an N -tupel of factors for the filtration A0 ⊂ A˜1 ⊂ . . . ⊂ A˜N ⊂ A˜ (see 3.2.9). Consider the associated random variables j0 = 1I |A0 : A0 → A˜ and jn := (˜ αN )n ◦ j0 , n = 0, . . . , N , with their stationary joint distribution µ. Let αN +1 be an extending factor for (α1 , . . . , αN ). The following assertions are equivalent: (1) α := α ˜ N · αN +1 implements the stationary extension µ ˜ characterized by (λj )|j|=N ∈ Π|j|=N M(pj , q j ). (2) For all multi-indices j with |j| = N consider the conditional probability given by: ˜ · (j)) φ(x for all x ∈ A˜ · (j). φj (x) := ˜ φ(j) Then with the random variables ijp : (Ca , pj ) → (A˜ · (j), φj ) δi → α ˜ −1 ˜ −1 N (i) · (j) = α N (ij) a j j iq : (C , q ) → (A˜ · (j), φj ) δk → (jk) the following dilation formula is valid: (ijp )∗ αN +1 ijq = S j , where S j is the transition operator corresponding to λj as discussed above. Note that if we identify (Ca , pj ) with its image under ijp , then the adjoint (ijp )∗ is nothing but the φj -preserving conditional expectation onto this image. Ca

Sj

(ijp )∗

ijq

A˜

/ Ca O

αN +1

/ A˜

Intuitively the proposition states that to implement adaptedly a speciﬁed stationary extension you have to ﬁnd an automorphic dilation (of ﬁrst order) of the transition operators S j and to glue it to the given structure in the way indicated by the theorem. This is in accordance with our general philosophy in Section 3.2.9 that extending factors are related to extension problems. In particular the dilations occurring here are similar to the Hilbert space dilations occurring in 3.1.6 which associate to an element of a choice sequence the corresponding rotation matrix.

120

4 Examples and Applications

Proof: Expanding our condensed notation we get (ijk) = (i) · α(j0 ) · α2 (j1 ) · . . . · αN (jN −1 ) · αN +1 (k) N =α ˜ N [˜ α−1 N (i) · (j) · αN +1 (α (k))] α−1 =α ˜ N [˜ N (i) · (j) · αN +1 (jk)].

Using the correspondence given in Proposition 4.1.3 we infer 1 ˜ −1 1 µ ˜(ijk) = φ α ˜N (i) · (j) · αN +1 (jk) ˜ µ(j) φ(j) j = φj ip (δi ) · αN +1 ijq (δk )

λj (i, k) =

= pj (δi · (ijp )∗ αN +1 ijq (δk )) and thus

(ijp )∗ αN +1 ijq = S j .

The argument is valid in both directions. 2 4.1.8 Elementary Tensor Representations In 3.3.5 we described the idea to simplify the discussion by using ﬁltrations which are generated by independent variables. We now present such a construction which realizes the dilations introduced in 4.1.7 in a more concrete way. ˜ which is isomorphic to Ca ˜ φ) For a ﬁnite dimensional subobject of (A, ˜ may be characterized in a short ˜ φ) for some a ∈ N the embedding into (A, way by indicating which elements of A˜ correspond to the canonical basis ˜ The Pi , i = 1, . . . , a, {δi }ai=1 , i.e. by giving a partition P := {P1 , . . . , Pa } ⊂ A. are characteristic functions whose sum is the identity. Again we may assume ˜ i ) > 0 for all i. without restriction of generality that φ(P Now consider a family of objects (C 0 , ψ0 ), (C1 , ψ1 ), (C2 , ψ2 ), . . .. Using tenn sor products C[m,n] := C we have a ﬁltration C0 ⊂ C[0,1] ⊂ C[0,2] . . .. j=m j n The state on C[0,n] is chosen to be the product state ψ[0,n] := m=0 ψm . We shall write n (C[0,n] , ψ[0,n] ) = (Cm , ψm ). m=0

˜ for example the ˜ φ), All this may be embedded into one greater object (A, (possibly inﬁnite) tensor product of all objects involved. We want to represent stationary processes using this frame. Let a stationary probability measure µ ˜ on {1, . . . , a}{0,...,N +1} be given. If for any multiindex j with |j| ≤ N + 1 there are partitions Qj = {Qj1 , . . . , Qja } ⊂ C|j| such that ψ|j| (Qjk ) = q j (k) for all k, then we may construct a representation as follows: (k) := Q∅k ∈ C0

4.1 Commutative Stationarity

121

and then recursively for any (j) already deﬁned (jk) := (j) ⊗ Qjk ∈ C[0,|j|] . ˜ It is easy to check that indeed we always have φ(jk) =µ ˜(jk). This way of representing stationary probability measures may be called +1 an elementary tensor representation. If we again denote by {A[0,n] }N n=0 the canonical ﬁltration of the process constructed in this way, then A[0,n] is contained in the algebraic span of all partitions Qj with |j| ≤ n. In particular we always have A[0,n] ⊂ C[0,n] , i.e. adaptedness in the wide sense. 4.1.9 Construction of Extending Factors by Partitions Now we want to determine when an elementary tensor representation actually provides us with an adapted implementation of the process. Theorem: Let a stationary probability measure µ ˜ on {1, . . . , a}{0,...,N +1} and a family of objects (C0 , ψ0 ), (C1 , ψ1 ), . . . , (CN +1 , ψN +1 ) be given. Form objects +1 ˜ ˜ {(C[0,n] , ψ[0,n] )}N n=0 ⊂ (A, φ) as above. We consider all multi-indices j with |j| ≤ N + 1. Suppose that for all such j there are partitions P j , Qj ⊂ C|j| such that P j := {P1j , . . . , Paj }, j

Q :=

{Qj1 , . . . , Qja },

ψ|j| (Pij ) = pj (i) ψ|j| (Qjk )

for all i,

j

= q (k)

for all k.

For |j| = 0 we may assume without restriction of generality that P ∅ = Q∅ with ψ0 (Pi∅ ) = ψ0(Q∅i ) = µ ˜(i) and that C0 coincides with the algebra specified by this partition. Assume further that there are automorphisms α1 , . . . , αN +1 satisfying αn C[0,n] = C[0,n] αn |C[n+1,N +1] = 1I |C[n+1,N +1] (omit the last equation for n = N + 1) and furthermore α1 (Q∅k ⊗ Pik ) = Pi∅ ⊗ Qik αn+1 (x ⊗ Qjk ⊗ Pijk ) = x ⊗ Pij ⊗ Qij k for all i,k and (if n ≥ 1) for all j with |j| = n and all x ∈ C[0,n−1] ·(j). Here (j) refers to the elementary tensor representation specified by the Q-partitions. Then the following assertions are valid: (a) The elementary tensor representation is adaptedly implemented with PR for the filtration C0 ⊂ C[0,1] ⊂ . . . ⊂ C[0,N +1] by the factors α1 , . . . , αN +1 . (b) (j) ⊗ Pij = α ˜ −1 ˜ −1 |j| (i) · (j) = α |j| (ij) for all i,j.

122

4 Examples and Applications

Proof: It is easy to see that the automorphisms α1 , . . . , αN +1 are factors in the sense of 3.2.9, in particular αn+1 |C[0,n−1] = 1I |C[0,n−1] for n ≥ 1 follows by summing over i,k. Now we proceed by induction. Assume that the elementary tensor representation in C[0,N ] coincides with the process that is implemented by the factors α1 , . . . , αN and that (j) ⊗ Pij = α ˜ −1 |j| (ij) is valid for |j| = N . This is trivial for |j| = 0 with α ˜0 = 1I. The step N → N + 1 can be shown as follows: Inserting (j) ⊗ Qjk = (jk) and (j) ⊗ Pij = α ˜ −1 |j| (ij) into the equation αN +1 (x ⊗ Qjk ⊗ Pijk ) = x ⊗ Pij ⊗ Qij k (the case N = 0 is similar) leads to ij αN +1 ((jk) ⊗ Pijk ) = α ˜ −1 N (ij) ⊗ Qk .

Multiplication with α ˜ N yields α ˜ N +1 ((jk) ⊗ Pijk ) = (ij) ⊗ Qij k = (ijk). Summing this over i gives α ˜ N +1 (jk∗) = (∗jk) showing that it is indeed the tensor representation which is implemented, while an application of α ˜ −1 N +1 yields (jk) ⊗ Pijk = α ˜−1 N +1 (ijk). This is assertion (b). 2 4.1.10 Discussion Now we shall discuss various aspects and special cases which are implicit in Theorem 4.1.9. The existence of the partitions P j , Qj in (C|j| , ψ|j| ) is the main condition which has to be fulﬁlled by the objects (C|j| , ψ|j| ). Note that we can get diﬀerent looking structures if there is more than one possibility for these embeddings: There is no condition involved concerning the relative position of the partitions corresponding to the same length of j. According to the deﬁnition of the probability measures pj and q j we have q j (k) · pjk (i) = µ(ijk | ∗ j∗) = pj (i) · q ij (k), i.e.

(ψ|j| ⊗ ψ|j|+1 )(Qjk ⊗ Pijk ) = (ψ|j| ⊗ ψ|j|+1 )(Pij ⊗ Qij k ),

which shows that the assumptions on the automorphisms α1 , . . . , αN +1 in the theorem are automatically consistent with the property of state preservation.

4.1 Commutative Stationarity

123

For αn+1 it must be checked on the object (Cn , ψn ) ⊗ (Cn+1 , ψn+1 ) whether such an automorphism exists. We can recognize here the constructive nature of Theorem 4.1.9. If for |j| ≤ N + 1 we have calculated from µ ˜ the probabilities pj and q j then we only have to ﬁnd objects C|j| which allow the embedding of suitable partitions and the construction of the factors. Then we automatically get an adapted implementation. The ‘ﬁtting together’ of the automorphisms α1 , . . . , αN +1 is part of the conclusion. If we choose (Cn , ψn ) := (L∞ [0, 1], λ) for n ≥ 1, where λ is Lebesgue measure on [0, 1], then it is always possible to satisfy all the assumptions of Theorem 4.1.9. Therefore for any stationary process with values in {1, . . . , a} there is an adapted implementation which can be explicitly constructed using Theorem 4.1.9. Recall also that the assumption that there are only ﬁnitely many values was made only to avoid technicalities. The following picture for a = 2 and α|j|+1 |C[0,|j|+1] ·(j) shows the idea of the construction:

P Q

Q

j1

P

1

j1

Q

2

1j

Q

1

1j 2

j 1

j P1

j 2

P P

j2 1

P

j2 2

j 2 Q

2j 1

Q

2j 2

Of course it is often possible to work with smaller objects. If for all i,k and all j of given length the numbers pj (i), q j (k) are rational numbers with smallest common denominator d|j| then we can satisfy all assumptions of Theorem 4.1.9 by using the objects (C|j| , ψ|j| ) := (Cd|j| , (

1 1 1 , ,..., )) d|j| d|j| d|j|

for |j| ≤ N + 1. Construction of the factors is clearly possible here because all automorphisms are induced by permutations. To get another interesting special case, assume for all j with |j| ≤ N + 1 that the backward transition probabilities (pj (k))ak=1 and the forward transi-

124

4 Examples and Applications

tion probabilities (q j (k))ak=1 are permutations of each other. Identifying the corresponding elements of the P- and Q-partitions we can perform the following computation for n ≤ N and |j| = n (where π is a permutation of {1, . . . , a}): α ˜ n+1 (jki) = α ˜ n+1 ((j) ⊗ Qjk ⊗ Qjk i ) jk ) =α ˜ n αn+1 ((j) ⊗ Qjk ⊗ Pπ(i) π(i)j

j =α ˜ n ((j) ⊗ Pπ(i) ⊗ Qk = ...

)

j0 =α ˜ 1 (Q∅j0 ⊗ Pπ(i) ⊗ . . . ⊗ Qk

π(i)j

∅ = Pπ(i) ⊗

π(i) Qj0

⊗ ...⊗

π(i)j Qk

)

= (π(i)jk).

We infer that α ˜ n+1 (A[0,n+1] ) = A[0,n+1] , i.e. in this case we have an adapted implementation with respect to the canonical ﬁltration A0 ⊂ A[0,1] ⊂ . . . ⊂ A[0,N +1] . This generalizes results about Markov processes in ([K¨ u88b], 4.4). The relation between Proposition 4.1.7 and Theorem 4.1.9 becomes transparent by noting that ˜ −1 ijp (δi ) = (j) ⊗ Pij = α |j| (ij) ijq (δk ) = (j) ⊗ Qjk = (jk). Calculating the conditional probability φ(α|j|+1 ((j) ⊗ Qjk ) | (j) ⊗ Pij ) = φ(α|j|+1 ( (j) ⊗ Qjk ⊗ Pijk ) | (j) ⊗ Pij ) i

j = φ( (j) ⊗ Pij ⊗ Qij k | (j) ⊗ Pi ) i j ij = ψ|j|+1 (Qij k ) = q (k) = Sik

yields the dilation property given in Theorem 4.1.7 and shows that in Theorem 4.1.9 we gave a construction realizing these dilations. There are interesting analogues between this construction and that given in Section 3.1 for Hilbert space isometries which we tried to emphasize by giving a similar presentation. In a way the sets of partitions {P j }|j|=n respectively {Qj }|j|=n here correspond to the defect spaces Dn∗ respectively Dn there.

4.1 Commutative Stationarity

125

4.1.11 Two-Valued Processes If the random variables of a stationary process have only two values, then a more explicit version of Proposition 4.1.3 can be given: Let p = (p(1), p(2)) and q = (q(1), q(2)) be probability distributions on {1, 2}. We assume that p(1), p(2), q(1), q(2) > 0. A 2 × 2−matrix S belongs to S(q, p) if the following conditions are satisﬁed: 0 ≤ Sik ≤ 1 p(1) S11 + p(2) S21 = q(1)

(1)

p(1) S12 + p(2) S22 = q(2) S11 + S12 = 1

(2) (3)

( ⇒ S21 + S22 = 1) If we choose 0 ≤ S11 ≤ 1 such that p(1) S11 ≤ q(1) p(1) (1 − S11 ) ≤ q(2) , then corresponding values of S12 , S21 and S22 can be calculated using the equalities above. Because these considerations are valid in both directions, we get the following parametrization for S(q, p): max{0, 1 −

q(1) q(2) } ≤ S11 ≤ min{1, }. p(1) p(1)

(4)

This is an interval of positive length. Applying Proposition 4.1.3 we ﬁnd a recursive procedure generating all two-valued stationary processes: Procedure Start with any probability distribution p∅ = q ∅ on {1, 2}. Then proceed recursively: If for all multi-indices j ∈ {1, 2}N (i.e. |j| = N ) the probability distributions pj and q j on {1, 2} are known then ﬁx the transition matrices S j ∈ S(q j , pj ) using the formulas (4),(3),(1),(2) above. Then calculate pj and q j for |j | = N + 1 by j q ij (k) := Sik

pjk (i) :=

pj (i) ij q (k), q j (k)

where i, k ∈ {1, 2}. If pj (i) = 0 (or q j (k) = 0) then the cylinder sets (ij) (or (jk)) are sets of measure zero and no further transition probabilities are needed. Stop the recursion for these paths. By combining the procedure above with Theorem 4.1.9 many simple and low-dimensional examples of adapted implementations with prescribed probabilistic features can be constructed.

126

4 Examples and Applications

4.1.12 Markov Processes An important class of stationary stochastic processes is given by stationary Markov processes. In our notation a N-step stationary Markov process with values in {1, . . . , a} may be characterized by the following equivalent properties: For all multi-indices j we have |j| ≥ N |j| ≥ N |j| ≥ N |j| ≥ N

⇒ ⇒ ⇒ ⇒

λj is the product measure of pj and q j . In every row of S j we have q j . q ij = q j for all i. pjk = pj for all k.

Obviously 1−step Markov is the usual Markov property. The last two properties for |j| = N suggest the following consideration: If we construct an adapted implementation for the N-step Markov process using Theorem 4.1.9 then we may choose (CN +1 , ψN +1 ) = (CN , ψN ) and always use the same embedded partitions, i.e. P jk = P j and Qij = Qj for all i,k. This distinguished stationary extension may be called a Markovian extension. Now compute the corresponding factor αN +1 : αN +1 ( (j) ⊗ Qjk ⊗ Pij ) = αN +1 ( (j) ⊗ Qjk ⊗ Pijk ) = (j) ⊗ Pij ⊗ Qij k = (j) ⊗ Pij ⊗ Qjk . Therefore the automorphism αN +1 may be realized as a tensor ﬂip of the N-th and (N+1)-th position: αN +1 : CN ⊗ CN +1 → CN ⊗ CN +1 ,

a ⊗ b → b ⊗ a.

On the other positions αN +1 may be chosen to act as identity. To construct the whole N-step Markov process we have to choose Markovian extensions for all n ≥ N , i.e. for N → N + 1 → N + 2 → ... If we realize all αn+1 for n ≥ N as ﬂips then the succession of ﬂips yields a tensor shift σ. Summarizing we get the following adapted implementation of an N-step Markov process: ˜ := (C0 , ψ0 ) ⊗ . . . ⊗ (CN −1 , ψN −1 ) ⊗ ˜ φ) (A,

∞

(Cn , ψn )

n=N

α := α1 . . . αN σ , N −1 ∞ where σ acts as identity on n=0 (Cn , ψn ) and as a tensor shift on n=N (Cn , ψn ). Clearly this is nothing but a coupling representation as described in Section 2.1.6. In other words, for Markov processes adaptedly implemented elementary tensor representations are coupling representations.

4.1 Commutative Stationarity

127

4.1.13 Markovian Extensions and Entropy Markovian extensions can also be characterized by entropy. First recall some basic deﬁnitions: If p is the probability distribution of a random variable ξ with ﬁnitely many values then its entropy is deﬁned by p(i) log p(i). H(ξ) := H(p) := − i

If ξ0 , ξ1 , . . . , ξN +1 are random variables with values in {1, . . . , a} and with a stationary joint distribution µ ˜ extending µ, then deﬁne the entropy increments h0 := H(ξ0 ) hn+1 := H(ξ0 , ξ1 , . . . , ξn+1 ) − H(ξ0 , ξ1 , . . . , ξn ), µ) − H(µ). For N → ∞ we get hN ↓ h∞ ≥ 0, where in particular hN +1 = H(˜ h∞ is called the entropy of the stationary process. See ([Wa79], chap.4) for a comprehensive treatment of the subject. For any transition operator S ∈ S(q, p), where p,q are probability distributions on {1, . . . , a}, we deﬁne H(p, S) :=

a

p(i) · H((Sik )ak=1 )

i=1

= −

p(i) Sik log Sik .

i,k

hN +1 is a functional of the stationary extension N → N + 1 from µ to µ ˜, more explicit: hN +1 = µ(j) [− q j (k) log q j (k)] |j|=N +1

=

µ(ij) [−

i,|j|=N

=

|j|=N

=

k

µ(j) [−

q ij (k) log q ij (k)]

k

pj (i)q ij (k) log q ij (k)]

i,k

µ(j) H(pj , S j ).

|j|=N

The entropy functional is concave. This implies p(i) H((Sik )ak=1 ) ≤ H( p(i) (Sik )ak=1 ) i

i

i.e.

H(p, S) ≤ H(q).

128

4 Examples and Applications

Equality is attained if and only if each row of S equals q, i.e. if p and q are stochastically independent. Comparing this to our characterizations of the Markovian extension in 4.1.12 we conclude that the Markovian extension is the unique stationary extension with maximum entropy increment.

4.2 Prediction Errors for Commutative Processes 4.2.1 The Problem Recall the remark in 3.5.4 that the formula for prediction errors given there yields a noncommutative recipe even for commutative processes. Having established in Section 4.1 that stationary commutative processes indeed can be adaptedly implemented which makes the formula applicable we should take a closer look at it and in particular consider the question whether there is a probabilistic interpretation for it in a more traditional sense. We shall make a surprising observation of this kind in 4.2.4, but there are certainly some questions left open in this respect. The results of this section have also been discussed by the author in [Go03]. Some further work on this structure will be included in [GKL] (where we deal with scattering, but this can be translated to the setting here via the C − D−correspondence mentioned in 3.5.6). 4.2.2 Prediction for Finite-Valued Processes Consider a commutative stationary process which is adaptedly implemented on a tensor product ﬁltration, as discussed in 4.1.9 and 4.1.10. For simplicity let us assume for all n ∈ N0 that we have Cn = Cdn , equipped with a state ψn given by a probability measure on {1, . . . , dn } assigning equal weight to each point. As argued in 4.1.10 this can always be achieved if the forward and backward transition probabilities introduced in 4.1.2 are rational numbers. To apply the results of Section 3.5 we must have an LPR v = limN →∞ u1 u2 . . . uN for the adapted isometry v which is obtained by extension of the time evolution ∞ α = limN →∞ α1 α2 . . . αN on A˜ = n=0 Cdn . The elements of A˜ are functions on the cartesian product of all {1, . . . , dn }, n = 0, . . . , ∞, which is a space of paths equipped with the product probability measure. These are not paths of the process in question however, we only know that its time evolution α is induced by a measure-preserving transformation τ˜. To a product representation α = limN →∞ α1 α2 . . . αN , where the αn are constructed as in Theorem 4.1.9, there corresponds a product representation τ˜ = limN →∞ τN . . . τ1 , where τn is a permutation of {1, . . . , d0 } × . . . × {1, . . . , dn } which does not change the values at positions 0, . . . , n − 2. Note that the value (˜ τ ω)n is already determined by τn+1 τn . . . τ1 ω, i.e. the limit is well deﬁned. We observe that the LPR-property (i.e. un ∈ B(K[n−1,n] ) for all n, see 3.4.4) is not automatically

4.2 Prediction Errors for Commutative Processes

129

fulﬁlled here: It corresponds to the simplifying assumption that τn is a permutation of {1, . . . , dn−1 } × {1, . . . , dn }. We shall return to this subtle distinction in Section 4.6. In this section we shall from now on assume the LPR-property. 4.2.3 A Guessing Game Here the prediction problem introduced in Section 3.5 can be formulated as a game. If we are given only ω0 , . . . , ωN −1 of some path ω = (ωn )∞ n=0 then in general it is not possible to determine (˜ τ N ω)0 . We may try to guess. It depends on τ˜ how much uncertainty we have to endure. Indeed the prediction errors show the amounts of errors (in the mean square sense) which are inevitable even with the best strategy. More precisely, let ξ be any (complexvalued) function on {1, . . . , d0 }. Given certain values ω0 , . . . , ωN −1 there is a τ N ω)0 conditioned by probability distribution µω0 ,...,ωN −1 on {1, . . . , d0 } for (˜ these values. Elementary probability theory shows that the best prediction of ξ((˜ τ N ω)0 ) given ω0 , . . . , ωN −1 is obtained as expectation of ξ with respect to µω0 ,...,ωN −1 with the variance V ar(ξ, µω0 ,...,ωN −1 ) as squared error. Then the total mean square error fN (ξ) is obtained by averaging over all possible ω0 , . . . , ωN −1 : fN (ξ)2 = (d0 . . . dN −1 )−1 V ar(ξ, µω0 ,...,ωN −1 ). ω0 ,...,ωN −1

This justiﬁes our interpretation as a game. 4.2.4 A Combinatorial Formula for Prediction Errors In Theorem 3.5.4 we derived an alternative expression in terms of a product of completely positive maps Dn : Mdn−1 → Mdn . (The space of trace class operators T (Cd ) coincides with Md .) We have fN (ξ)2 + ΩN , DN . . . D1 (| ξξ |) ΩN = ξ 2 . The unit vector ΩN arises in the GNS-construction from the state and we 1 have ΩN = (dN )− 2 (1, 1, . . . , 1) ∈ CdN . We want to write down the operators Dn more explicitly. By deﬁnition Dn is derived from the permutation τn of {1, . . . , dn−1 } × {1, . . . , dn } via the isometry vn : Cdn−1 → Cdn−1 ⊗ Cdn such that for ρ ∈ Mdn−1 we have Dn (ρ) = T rn−1 (vn ρ vn∗ ) (see 3.4.11). We want dn−1 to calculate the entries of Dn with respect to the canonical basis {δi }i=1 k

n of Cdn−1 and { k }dk=1 of Cdn . Let us write i −→ j if the ﬁrst component of τn (i, k) is j. Then a straightforward computation yields (omitting the index n of Dn for the moment):

130

4 Examples and Applications

Lemma:

1

vn δj = (dn )− 2

δi ⊗ k

k

i−→j

Dkk ,jj := k , D(| δj δj |) k =

1 k k {i : i −→ j and i −→ j }, dn

where counts the number of elements. Proof: The formula for vn is immediate if we recall that vn = un |Kn−1 and how un is given by αn and τn . Comparing with the general formula v ξ = ∗ k ak (ξ) ⊗ k we conclude that in this case 1 a∗k (δj ) = (dn )− 2 δi . k

i−→j

Now we can use Lemma A.4.3 to get Dkk ,jj = a∗k δj , a∗k δj =

1 k k {i : i −→ j and i −→ j }. dn

2

Some observations about these entries of Dn are immediate: There is a symmetry Dkk ,jj = Dk k,j j . Further, ﬁxing k, k and summing over j, j dn always yields dn−1 dn , which proves the surprising fact that dn−1 Dn with respect to the canonical basis gives rise to a stochastic d2n × d2n−1 -matrix. Its entries are a kind of transition probabilities for pairs when applying τn , reﬁning the transition probabilities for individuals which are included as Dkk,jj = d1n {i : k

i −→ j}. Putting all this together we have proved the following combinatorial fact which summarizes the computation of prediction errors in this setting: Proposition: If N ∈ N and if δj is the j−th canonical basis vector in C d0 then dN 1 (DN . . . D1 )kk ,jj = 1. fN (δj )2 + dN dN

k,k =1

2 Here ddN0 k,k =1 (DN . . . D1 )kk ,jj is a column sum of a (row-)stochastic dN × 2 2 2 d0 -matrix which is given as a product of (row-)stochastic dn × dn−1 -matrices dn Dn . corresponding to dn−1

4.2.5 Asymptotics It is not clear how the entries of these stochastic matrices can be interpreted probabilistically in terms of the process and the ﬁltration, but for computational purposes at least this observation is useful, for example in describing the asymptotic theory (N → ∞). See [Se81] for some basic facts about stochastic matrices which we need here, in particular: A set of (column-)indices is called

4.2 Prediction Errors for Commutative Processes

131

essential for a stochastic matrix if by successive transitions allowed by the matrix it is possible to go from any element of the set to any other, but it is not possible to leave the set. An index not contained in an essential set is called inessential. Proposition: For the processes considered in this section the following assertions are equivalent: (1) The process is deterministic (see 3.5.5) (2) All entries of the matrices associated to the products DN . . . D1 which do not belong to an jj-column (j ∈ {1, . . . , d0 }) tend to zero for N → ∞. If the process is homogeneous (Dn D for all n, see 3.5.6) then also the follwing property is equivalent: (3) Indices ij with i = j are inessential for the stochastic matrix associated to D. Proof: Determinism means that fN (δj ) → 0 for all j ∈ {1, . . . , d0 } and N → ∞. By Proposition 4.2.4 this is the case if and only if for all j ∈ {1, . . . , d0 } dN the expressions d1N k,k =1 (DN . . . D1 )kk ,jj tend to 1 for N → ∞. Because dN d0 (DN . . . D1 ) is stochastic we ﬁnd that 1 dN

(DN . . . D1 )kk ,jj = d0 .

k,k =1 j,j =1

A comparison yields (1) ⇔ (2). Further it is a general fact that for powers of a single stochastic matrix we have the equivalence (2) ⇔ (3) (see [Se81], chap.4). 2 4.2.6 Example Especially condition (3) of Proposition 4.2.5 is very easy to check, at least for matrices of moderate size. We give an example: Choose dn = 3 for all n and consider the homogeneous process generated by the permutation τ of {1, 2, 3}2 given by the cycle (11, 12, 13, 23, 22, 21, 31, 32, 33). Using Lemma 4.2.4 we can compute the associated stochastic matrix. The result is shown below (indices ordered as follows: 11, 22, 33, 12, 21, 13, 31, 23, 32). For example the non-zero entries in the fourth row (with index 12) are ob1 2 1 2 1 2 tained from 1 −→ 1, 1 −→ 1 and 3 −→ 3, 3 −→ 3 and 2 −→ 3, 2 −→ 2.

132

4 Examples and Applications



102 1 1 1  1 2 0  1 0 1 1  1 0 1 3  0 0 0  0 0 0  0 1 0 010

00 00 00 00 00 10 01 10 01

000 000 000 000 001 010 101 010 100

 0 0  0  1  0  1  0  0 0

It is easy to check that starting from any index ij we can in at most two steps reach the essential set {11, 22, 33}. With Proposition 4.2.5(3) it follows that the process is deterministic. If we want to generalize to the inhomogeneous case then we may use the theory of inhomogeneous products of stochastic matrices (see [Se81], chap.3) to get explicit criteria for determinism.

4.3 Low-Dimensional Examples 4.3.1 Qubits In this section we want to illustrate results from Chapter 3 for a class of low˜ = ∞ C2 with dimensional examples: We consider adapted isometries v on K 0 LPR v = limN →∞ u1 . . . uN . Fix an ONB {Ωn = |0, |1} for each Kn = C2 . The unitary un : C2 ⊗ C2 → C2 ⊗ C2 is a 4 × 4−matrix with respect to |00, |10, |01, |11:   1 0 0 0  0 u11 u12 u13   un =   0 u21 u22 u23  0 u31 u32 u33 For the entries we drop the index n if it is clear from the context, otherwise we (n) write uij . Note that in quantum information theory [NC00], a space K = C2 represents a qubit, and then unitaries such as un represent logical gates. Our quantum circuits are special in such a way that the gates always act in a certain sequential way. Let us now proceed in the way established in Chapter 3. vn : C2 → C2 ⊗ C2 , |1 → u11 |10 + u21 |01 + u31 |11, v¯n : C2 → C2 ⊗ C2 , |1 → u12 |10 + u22 |01 + u32 |11, vn : C2 → C2 ⊗ C2 , |1 → u¯11 |10 + u ¯12 |01 + u ¯13 |11, 2 2 2 u¯21 |10 + u ¯22 |01 + u ¯23 |11, v¯n : C → C ⊗ C , |1 →

4.3 Low-Dimensional Examples

vn

ρ11 ρ12 ρ21 ρ22

 vn∗

=

133



u¯11 ρ12 u¯21 ρ12 u ¯31 ρ12 ρ11  u11 ρ21 | u11 |2 ρ22 u11 u¯21 ρ22 u11 u ¯31 ρ22  ,  2  u21 ρ21 u21 u¯11 ρ22 | u21 | ρ22 u21 u ¯31 ρ22  u31 ρ21 u31 u¯11 ρ22 u31 u¯21 ρ22 | u31 |2 ρ22

similar for v¯n , vn , v¯n . (n) Note that if | u11 |= 1 for some n then K[0,n−1] is an invariant subspace for v. In this case a stochastic process with K0 representing time zero and described by v (see Section 3.3) ‘sees’ only a ﬁnite part of the ﬁltration. Let (n) us neglect this exceptional case in the following and assume that | u11 |< 1 for all n. Then we also have Gn = Gnn = Kn , see 3.4.7 and 3.4.8. 4.3.2 Associated Stochastic Maps Using the preparations in 4.3.1 we can compute the operators Cn , Dn , C¯n , ¯ n , En , Fn , E ¯n , F¯n : M2 → M2 . With ρ = ρ11 ρ12 ∈ M2 we get D ρ21 ρ22 ρ11 + | u21 |2 ρ22 u¯11 ρ12 + u21 u¯31 ρ22 Cn (ρ) = u11 ρ21 + u¯21 u31 ρ22 (| u11 |2 + | u31 |2 )ρ22 ρ11 + | u11 |2 ρ22 u¯21 ρ12 + u11 u¯31 ρ22 Dn (ρ) = u21 ρ21 + u¯11 u31 ρ22 (| u21 |2 + | u31 |2 )ρ22 ρ11 + | u22 |2 ρ22 u¯12 ρ12 + u22 u¯32 ρ22 C¯n (ρ) = u12 ρ21 + u¯22 u32 ρ22 (| u12 |2 + | u32 |2 )ρ22 ρ11 + | u12 |2 ρ22 u¯22 ρ12 + u12 u¯32 ρ22 ¯ n (ρ) = D u22 ρ21 + u¯12 u32 ρ22 (| u22 |2 + | u32 |2 )ρ22 ρ11 + | u12 |2 ρ22 u11 ρ12 + u ¯12 u13 ρ22 En (ρ) = u ¯11 ρ21 + u12 u ¯13 ρ22 (| u11 |2 + | u13 |2 )ρ22 ρ11 + | u11 |2 ρ22 u12 ρ12 + u ¯11 u13 ρ22 Fn (ρ) = u ¯12 ρ21 + u11 u ¯13 ρ22 (| u12 |2 + | u13 |2 )ρ22 ρ11 + | u22 |2 ρ22 u21 ρ12 + u ¯22 u23 ρ22 ¯n (ρ) = E u ¯21 ρ21 + u22 u ¯23 ρ22 (| u21 |2 + | u23 |2 )ρ22 ρ11 + | u21 |2 ρ22 u22 ρ12 + u ¯21 u23 ρ22 ¯ Fn (ρ) = u ¯22 ρ21 + u21 u ¯23 ρ22 (| u22 |2 + | u23 |2 )ρ22 All these operators have a similarshape. In fact, every Tr-preserving com10 pletely positive map on M2 ﬁxing has this shape with suitable coeﬃ00 cients.

134

4 Examples and Applications

4.3.3 Determinism and Unitarity (n)

Proposition: With | u11 |< 1 for all n, the following assertions are equivalent: (1) v is deterministic. (2) v is unitary. ∞ (n) 2 (3) n=1 | u11 | = ∞.

ρ11 + xn ρ22 ∗ for any of the ∗ (1 − xn ) ρ22 completely positive maps on M2 described in 4.3.2. Obviously for ρ ∈ T+1 (Km ) the following assertions are equivalent: 10 (a) limN →∞ XN . . . Xm+1 (ρ) = 00 (b) limN →∞ XN . . . Xm+1 (ρ) 11 = 1 (c) limN →∞ XN . . . Xm+1 (ρ) 22 = 0 (d) limN →∞ (1 − xN ) . . . (1 − xm+1 ) ρ22 = 0 Proof: Let us write Xn (ρ) =

(n)

|2 < 1. Then (d) is valid for all m If we insert Dn or Fn for Xn then xn =| u11 ∞ and all ρ if and only if the inﬁnite product n=1 (1 − xn ) equals zero, which ∞ means that n=1 xn = ∞. The corresponding assertion (a) for the Dn means that v is deterministic (see Proposition 3.5.5) and the corresponding assertion (a) for the Fn means that v is unitary (see Theorem 3.6.4). 2 4.3.4 Complete Invariants To reconsider the invariants Λv and Λv∗ from Sections 3.4 and 3.6, we need the following additive version of 3.4.6. A11 A12 A11 A12 Lemma: Let A = , A = be block matrices acting A21 A22 A21A22 B11 B12 B11 B12 on a vector space X ⊕ Y and B = , B = acting on B21 B22 B21 B22 a vector space Y ⊕ Z. Extending by the identity, all of these act on X ⊕ Y ⊕ Z. If A12 + A22 , A12 + A22 : Y → X ⊕ Y are injective and B11 + B12 , B11 + B12 : Y ⊕ Z → Y are surjective, then the following assertions are equivalent: (1) AB = A B (2) There is a (unique) bijection C : Y → Y such that A = AC −1 and B = CB (with C extended by the identity). Proof: (2) ⇒ (1) is immediate. Now assume (1). If for b1 ∈ Y ⊕ Z B(b1 ) = y ⊕ z1 , B (b1 ) = y1 ⊕ z1 ,

4.3 Low-Dimensional Examples

135

then by (1) we have z1 = z1 and we would like to deﬁne C(y) := y1 . We have to check that this is well deﬁned. If for b2 ∈ Y ⊕ Z B(b2 ) = y ⊕ z2 , B (b2 ) = y2 ⊕ z2 , then by (1) we have z2 = z2 and we ﬁnd further that A (0 ⊕ y2 ) = A(0 ⊕ y) = A (0 ⊕ y1 ). Because A12 + A22 is injective it follows that y2 = y1 , i.e. C is well deﬁned. It is deﬁned for all y ∈ Y because B11 + B12 is surjective. Reversing the roles of A and A , B and B , we also ﬁnd the inverse C −1 . 2 (n)

Proposition: Assume that uij = 0 for all i, j = 1, 2, 3 and n ∈ N. Then the pair (Λv , Λv∗ ) is a complete invariant for v (see 3.4.11 and 3.6.1). Proof: We show that in our special situation the properties (1), . . . , (5) in the proof of Proposition 3.4.11 are all equivalent. Using the assumption, we can check that Cn , Dn , . . . , F¯n are bijections on M2 . In fact, if for example Cn is represented by a 4 × 4−matrix with respect to the basis of matrix units of M2 (n) (n) then the determinant is | u11 |2 (1− | u21 |2 ) = 0. Thus all entries of Λv and Λv∗ are bijections. Now N let Λv be given. By the remark at the end of 3.4.11 we then know that on 0 M2 two diﬀerent product representations are related by N † N ¯† ¯n Cn D Cn D ∗ n . (∗) = ◦ Ad wN Dn C¯n D† C¯ † n

n=1

n

n=1

Because all the entries are bijective, we can apply the lemma above for the decomposition N −1 n=1

¯† Cn† D n † ¯† Dn Cn

† ¯† CN D N · † ¯† CN DN

N −1

= n=1

¯n Cn D C Dn ¯n

¯N CN D ∗ · ◦ Ad w N DN C¯N

and ﬁnd a bijection C on M2 (at position N − 1) such that N −1 n=1

Cn† Dn†

† CN † DN

¯ n† D C¯n† ¯† D N C¯ †

N −1

=

n=1

=C◦

N

Cn Dn

¯n D C¯n

CN DN

¯N D C¯N

◦ C −1 ,

∗ . ◦ Ad wN

Comparing with (∗) above for N − 1 instead of N we ﬁnd that C −1 ∗ Ad wN −1 . Thus

† ¯† DN CN † ¯† DN CN

= Ad wN −1 ◦

¯N CN D DN C¯N

∗ . ◦ Ad wN

=

136

4 Examples and Applications

Now (CN , DN ) determines vN . In fact, inspection of the formulas for CN , DN (N ) (N ) (N ) shows that on the diagonals the absolute values | u11 |, | u21 |, | u31 | are determined, while the oﬀ-diagonal elements give the phase relations. Thus from † † † = Ad wN −1 ◦ CN , DN = DN we conclude that vN = wN −1 vN . Similarly CN † ∗ ¯ N ) we get v¯ = wN −1 v¯N w . Applying the same argument to from (C¯N , D N N † ∗ † ∗ Λv∗ instead of Λv we get (vN ) = wN −1 vN wN and (¯ vN ) = v¯N wN . An in spection of the unitary matrix uN shows that vN , v¯N , vN , v¯N determine uN . ∗ Thus u†N = wN −1 uN wN (for all N ). By Theorem 3.4.9 this determines v. 2 4.3.5 Probabilistic Interpretations As remarked in Section 3.4.2, we can always think of an adapted isometry as being derived from a stationary process if we allow states which are not faithful. For faithful states, a probabilistic interpretation amounts to introducing a product on the Hilbert space K[n−1,n] = C2 ⊗ C2 which makes it a von Neumann algebra. There are only two possibilities, the commutative algebra C4 = C2 ⊗ C2 and the matrix algebra M2 . The commutative case has been treated in detail in Section 4.1, in particular in 4.1.11, an automorphism of C2 ⊗ C2 corresponds to a permutation of 4 points. Examples of the second kind arise in the following Section 4.4.

4.4 Cliﬀord Algebras and Generalizations 4.4.1 Cliﬀord Algebras ˜ tr) with A˜ equal to the Consider the noncommutative probability space (A, weak closure of ∞ M with respect to the tracial state tr. This von Neu2 n=0 mann algebra is isomorphic to the hyperﬁnite factor of type II1 (see [Sa71], 4.4.6). In each M2 we have the Pauli matrices 01 0 −i 1 0 σx = , σy = , σz = . 10 i 0 0 −1 To relate this to the setting of Section 4.3 we think of each M2 as generated by the subalgebras span{1I, σx } and span{1I, σy }. Further, our ﬁltration is span{1I, σx } ⊗ 1I ⊗ 1I . . . ⊂ M2 ⊗ 1I ⊗ 1I . . . ⊂ M2 ⊗ span{1I, σx } ⊗ 1I . . . ⊂ . . . Using a kind of Jordan-Wigner isomorphism we can think of A˜ as a Cliﬀord algebra (see [PR94]), and this suggests the following correspondence between ˜ certain anti-commuting elements (en )∞ n=0 of A and canonical basis vectors of ∞ 2 ˜ K= 0 C :

4.4 Cliﬀord Algebras and Generalizations

137

˜ 1I ⊗ 1I ⊗ 1I ⊗ . . . |0 = Ω e0 = σx ⊗ 1I ⊗ 1I ⊗ . . . |1 e1 = σy ⊗ 1I ⊗ 1I ⊗ . . . |01 e2 = σz ⊗ σx ⊗ 1I ⊗ . . . |001 e3 = σz ⊗ σy ⊗ 1I ⊗ . . . |0001 e4 = σz ⊗ σz ⊗ σx ⊗ . . . |00001 etc. Except for |0 itself, zeros on the right are omitted in this notation. The scheme can be completed by letting ei1 . . . ein with i1 < . . . < in correspond to a vector with 1 exactly at positions i1 , . . . , in . If we now deﬁne a unitary u1 acting on |0, |1, |01, |11 as   1 0 0 0  0 cos φ − sin φ 0   u1 :=   0 sin φ cos φ 0  0 0 0 1 cos φ − sin φ where the 2 × 2−matrix T = in the middle of u1 is a rotasin φ cos φ tion of a two-dimensional real plane, then via the correspondence above the unitary u1 is also an automorphism α1 of M2 , namely a so-called Bogoljubov transformation of the Cliﬀord algebra generated by σx and σy . We can proceed similarly on 00, 10, 01, 11 at positions n − 1 and n to get αn un , and we ﬁnd an LPR α = lim α1 . . . αN N →∞

v = lim u1 . . . uN . N →∞

This is a special case of the Cliﬀord functor which maps real linear spaces with orthogonal transformations to Cliﬀord algebras with a special class of homomorphisms, the Bogoljubov transformations. See [PR94]. 4.4.2 The Cliﬀord Functor It is instructive to reconsider Proposition 4.3.3 in this example. Suppose the αn are constructed from Tn as shown above. Then with the Cliﬀord functor the adapted endomorphism α is the image of the orthogonal transformation T = lim T1 . . . TN N →∞

2 on R ⊕ R ⊕ . . . = lR (N0 ). T is a real version of an (additive) adapted isometry as considered in Section 3.1. If for all n

138

4 Examples and Applications

Tn =

cos φn − sin φn sin φn cos φn

for some angle φn , then we ﬁnd that T bijective

⇔

∞

cos2 φn = ∞

⇔

α bijective.

n=1

The equivalence on the left can be derived from the remarks on determinism and unitarity in subsection 3.1.4 applied to T and the equivalence on the right follows by Proposition 4.3.3 applied to α. Of course the equivalence of the left and the right side follows also directly from the Cliﬀord functor. 4.4.3 Generalized Cliﬀord Algebras The Cliﬀord algebra example above suggests to look what happens for some direct generalizations of Cliﬀord algebras. In fact we have considered such an approach to the subject of adapted endomorphisms in [Go01], before constructing the general theory described in Chapter 3. Due to some special features such as grading and commutation relations, more is known about it than for the general case. Let us brieﬂy introduce the setting. Then by using the results of Chapter 3 we can give more conceptual and transparent proofs for prediction errors and unitarity than those in [Go01]. These proofs are therefore sketched. We also brieﬂy describe some additional results obtained in [Go01]. This introduces some problems that may be interesting also for other adapted endomorphisms. ˜ tr) as before We consider the same noncommutative probability space (A, ∞ ˜ but we generalize 4.4.1 by thinking of A as n=0 Md for some 2 ≤ d ∈ N. It p can be generated by a sequence of unitaries (en )∞ n=0 satisfying e = 1I for all n 2πi and em en = exp( d )en em for all m < n. The ﬁltration successively generated by the sequence can be described abstractly as Cd ⊗ 1I ⊗ 1I . . . ⊂ Md ⊗ 1I ⊗ 1I . . . ⊂ Md ⊗ Cd ⊗ 1I . . . ⊂ . . . The elements en−1 and en generate an algebra isomorphic to Md . For all n ∈ N we want to deﬁne automorphisms αn on this Md such that α = limN →∞ α1 . . . αN is an LPR for an adapted endomorphism α. In ([Go01], sect.1) it is shown that this works if and only if for all n the automorphism αn is of the form Ad Un with Un a unitary in the commutative algebra generated by e∗n−1 en . Corresponding to {ejm }d−1 j=0 we have an ONB {Ωm = |0, |1, . . . , |d − 1} of Km Cd , similar as in 4.4.1. Computing the LPR it turns out that vn |j

=

d−1 k=0

(n)

γjk |j − k, k

4.5 Tensor Products of Matrices

139

d−1 (n) (n) with complex numbers γjk satisfying k=0 | γjk |2 =1 for all j. Now we apply A.4. Comparing with the general formula vn ξ = k a∗k (ξ) ⊗ k we ﬁnd that (n) a∗k |j = γjk |j − k and that the entries of Dn : Md → Md satisfy Dkk ,jj = a∗k j , a∗k j (n)

(n)

= γj k j − k , γjk j − k. (n)

Note that Dkk ,jj = δkk | γjk |2 , which shows that Dn maps the diagonal (n)

into itself. Introducing the stochastic matrix Sn with (Sn )jk :=| γjk |2 and computing prediction errors according to Theorem 3.4.9 fN (|j) = 1 − ΩN , DN . . . D1 (|jj|) ΩN = 1 − (S1 . . . SN )j0 we see that this depends only on the just introduced stochastic matrices, and that the process with span{ej0 }d−1 j=0 representing the time zero variables and adaptedly implemented by α is deterministic if and only if 0 is absorbing for (S1 . . . SN )∞ N =1 in the sense that lim (S1 . . . SN )j0 = 1 for all j = 0, . . . d − 1.

N →∞

(n)

If maxj=1,...,d−1 | γj0 |< 1 for all n then the canonical ﬁltration of the process coincides with the ﬁltration speciﬁed in advance by the sequence (en )∞ n=0 , see ([Go01], 2.1) Then by using Fn instead of Dn one ﬁnds that the criterion for determinism also characterizes the unitarity of the adapted isometry v. In this ˜ It is further possible case α = limN →∞ α1 . . . αN is an automorphism of A. to characterize when α is an inner automorphism of the factor A˜ (see [Go01], sect.3) which is an analogue of Blattner’s theorem about Cliﬀord algebras (see [Bl58, PR94]). ˜ On the other hand, if α is not surjective then its image is a subfactor of A. In ([Go01], sect.4), with an additional technical condition imposed, its Jones index is computed to be d (in the notation used here). There is also given a suﬃcient condition for α to be a shift in the sense of Powers.

4.5 Tensor Products of Matrices 4.5.1 Matrix Filtrations ˜ tr), where A˜ is As in section 4.4 our noncommutative probability space is (A, ∞ the weak closure of n=0 Md with respect to tr, which is isomorphic to the hyperﬁnite factor of type II1 . But now we consider the ﬁltration C0 = Md ⊗1I⊗1I⊗. . . ⊂ C[0,1] = Md ⊗Md ⊗1I⊗. . . ⊂ C[0,2] = Md ⊗Md ⊗Md ⊗. . . Again we want to study the adapted endomorphisms.

140

4 Examples and Applications

4.5.2 LPR Is Automatic Lemma: If γ : Mn → Mn ⊗ Md is a (unital ∗ −)homomorphism then there exists an automorphism α : Mn ⊗ Md → Mn ⊗ Md with γ = α|Mn ⊗1I . Proof: Let γ(Mn ) be the commutant of γ(Mn ) in Mn ⊗ Md . Because γ(Mn ) is of type I, there is an isomorphism λ : γ(Mn ) ⊗ γ(Mn ) → Mn ⊗ Md ,

x ⊗ x → xx ,

see [Sa71], 1.22.14. By a dimension argument γ(Mn ) is isomorphic to Md . Writing γ : Md → γ(Mn ) for such an isomorphism we can deﬁne α := λ ◦ (γ ⊗ γ ). 2 Proposition: Any wide sense adapted endomorphism α (i.e. α(C[0,n] ) ⊂ C[0,n+1] for all n) is adapted with LPR, i.e. for all n there exists an automorphism αn+1 = Ad Un+1 with a unitary Un+1 ∈ C[n,n+1] such that α = limN →∞ α1 . . . αN . Proof: Using the lemma we can for all n extend the homomorphism α|C[0,n] : C[0,n] → C[0,n+1] to an automorphism α ˜ n+1 of C[0,n+1] . This shows that we can argue analogous as in Proposition 3.4.3 to get adaptedness with PR, but now on the level of algebra morphisms: α = lim α ˜n+1 n→∞

˜n+1 , U ˜n+1 ∈ C[0,n+1] unitary and α|C with α ˜ n+1 = Ad U = α ˜n+1 |C[0,n] . We [0,n] can write this in terms of factors, i.e. α = lim α1 . . . αN N →∞

where αn+1 = Ad Un+1 with a unitary Un+1 ∈ C[0,n+1] . By 3.2.7(f) we have αn+1 |C[0,n−1] = 1I|C[0,n−1] . Using now the fact that we have a matrix ﬁltration, this implies that Un+1 commutes with C[0,n−1] and thus Un+1 ∈ C[n,n+1] = Md ⊗Md at positions n and n+1. As always we identify Un+1 with 1I[0,n−1] ⊗ Un+1 ⊗ 1I[n+2,∞] . But this means that the PR is actually an LPR. 2 Of course the associated adapted isometry v is then also adapted with LPR: v = lim u1 . . . uN . N →∞

Thus in this setting we have the very satisfactory situation that our theory of LPR’s developed in Chapter 3 applies to all wide sense adapted endomor1 d phisms. In detail, we have here Kn = Cd ⊗ Cd and Ωn = d− 2 k=1 δk ⊗ δk , where δk are the canonical basis vectors in Cd . The n-th copy of Md in A˜ acts ¯n , from as Md ⊗ 1I on Kn . As shown in Lemma 1.7.4 we have un = Un ⊗ U which all quantities of the general theory may be computed.

4.5 Tensor Products of Matrices

141

4.5.3 Associated Stochastic Maps It is particularly interesting to determine when α is not surjective because, as already mentioned in 4.4.3, this gives us recipes to construct subfactors. To use the results from Section 3.6 we have to compute the operators Fn introduced there. Here they map Md ⊗ Md into Md ⊗ Md . As noted in 3.6.3, the projections gn used in the deﬁnition of Fn can be ignored for our purpose and thus we must compute the operator Fn = T rn−1 (vn · (vn )∗ ). In fact, we can use computations made elsewhere. Let us drop the index n for the moment. For the pair (E, F ) we can use the results about the pair (C, D) collected in A.4. The operator E is a preadjoint of an extended transition operator Z(x) = (v )∗ x ⊗ 1I v , compare 1.6.4 and 3.6.1. Therefore we can use the computation in 1.7.4 to get E(ρ)

d

=

b∗ij ρ bij

i,j=1

with

bij = d−1

d

¯kj Uki ⊗ U

for all i, j.

k=1

Then by Lemma A.4.3 we ﬁnd F (ρ)

=

d

ˇb∗ ρ ˇbrs rs

r,s=1

with

d −1 ˇbrs ¯kj )us . = b = d (Uki )tr (U ij tu,rs tu,ij k=1

In other words ˇbrs = d−1

d

Vkr ⊗ V¯ks

k=1

with (Vkr )ti := (Uki )tr . Less formally, if we think of U as a d2 × d2 −matrix with d × d−blocks Uki and then exchange the ir−column by the ri−column for all i, r, then the new d × d−blocks are the Vkr . We can also obtain this directly from the fact that F may be identiﬁed with E for the automorphism κ ◦ Ad U instead of Ad U , where κ is the ﬂip on Md ⊗ Md , i.e. κ(a ⊗ b) = b ⊗ a. Reintroducing the index (n) (n) n we write Uki and Vkr . 4.5.4 Non-surjectivity Of course the fundamental example of a non-surjective adapted endomorphism α is the tensor shift σ. For example for d = 2 we have σ = limN →∞ Ad (U1 . . . UN ) with

142

4 Examples and Applications

 Un

10 0 0  0 1 00

=

 00 1 0  0 0 01

for all n.

There is a large class of non-surjective α containing σ: Proposition: Assume that for all n ∈ N (n)

= 0

Vkr

if k = r.

Then α = limN →∞ Ad (U1 . . . UN ) is not surjective. For example in the case d = 2 this means  u11 0 u13  u21 0 u23   0 u32 0 0 u42 0

that U = Un has the form  0 0  . u34  u44

Proof: If α is surjective then by Theorem 3.6.4 for all ρm ∈ T+1 (Km ) the sequence (Fn . . . Fm+1 (ρm )−pΩn ) vanishes for n → ∞. To show non-surjectivity it is therefore enough to ﬁnd a nontrivial projection p acting on K = Cd ⊗ Cd which is a ﬁxed point for all Fn∗ simultaneously, compare A.5.2 and A.5.3. This can be done as follows. Dropping the index n and using the assumption and the preparations in 4.5.3 we have for x ∈ Md ⊗ Md : ∗ ∗ F ∗ (x) = d−1 (Vrr ⊗ V¯rr ) x (Vrr ⊗ V¯rr ). r

Consider vectors ξ = η1 ⊗ η¯2 + η2 ⊗ η¯1 ∈ Cd ⊗ Cd = K, which except for the componentwise complex conjugation on the right side are symmetric tensors. ∗ ∗ Then obviously (Vrr ⊗ V¯rr )ξ and (Vrr ⊗ V¯rr )ξ are vectors of the same type. Let p be the projection onto the linear span of these vectors. Then p commutes with all Vrr ⊗ V¯rr and it is thus a ﬁxed point of F ∗ . We sketch a second proof using the C − F −correspondence. Compare 3.6.5 and 3.5.6. Because there we have only worked out the homogeneous case, let us assume that all Fn are equal, say Fn = F . Then C − F −correspondence means to look at a Markov process in a coupling representation for which C = Z∗ coincides with the given F . Using the assumption and comparing with the formulas in 1.7.4 we conclude that the operator U in the coupling representation Ad U ◦ σ has blocks Uij with Uij = 0 for i = j. In other words, Ad U maps Md ⊗ 1I into Md ⊗ Cd , where Cd stands for the diagonal algebra. Now in the C − F −correspondence the surjectivity of α corresponds to the asymptotic completeness of the Markov process. But asymptotic completeness would produce an embedding of Md into an inﬁnite tensor product of copies of Cd . This is clearly impossible because the latter algebra is commutative. 2

4.5 Tensor Products of Matrices

143

4.5.5 Adapted Endomorphisms in the Literature It is tempting to conjecture that the various symmetries arising in the theory of subfactors [JS97, EK98] will play a role in more detailed investigations of this kind and that the symmetry considerations in the second proof of Proposition 4.5.4 are only a ﬁrst and very simple example for that. In fact, the proposition describes a rather trivial case which may also be treated by other means and is included only to demonstrate the applicability of our method in a simple situation. If we not only want to characterize non-surjectivity but in addition want to compute the Jones indices of the subfactors, then a more detailed analysis is necessary. The problem to compute the index of the range of what we have called an adapted endomorphism was raised in the setting of this section (matrix ﬁltrations) by R. Longo in [Lo94]. See there and [Jo94] for some partial results and [CP96] for some further progress. Studying these references and the work of J. Cuntz on automorphisms of Cuntz algebras in [Cu80, Cu93], one also notices that there are many similarities between adapted endomorphisms and the localized endomorphisms in algebraic quantum ﬁeld theory. The basic reference for that is [Ha92] Our criterion 3.6.4 can be used to decide whether the index is one or greater than one. We have taken up the task to calculate index values with our methods in [Go3]. It turns out that it can be done and, moreover, that these considerations lead to an interesting new way of looking at extended transition operators. Thus Proposition 4.5.4 is only a ﬁrst step and much more can be done here. We do not include these developments in this book and refer to [Go3]. We refer also to ([JS97], chap.4) for a discussion of many related problems about subfactors. Finally we want to point out that in the important context of matrix ﬁltrations there are various authors who in speciﬁc constructions of endomorphisms for various purposes have already used the device which we have called LPR. We do not try to give a complete survey but describe very brieﬂy two important examples. A. Connes, in ([Co77], 1.6), deﬁned an endomorphism sγd of the hyperﬁnite II1 −factor by the formula sγd =

lim Ad vγ σ(vγ ) . . . σ N (vγ ),

N →∞

where σ is the right tensor shift on the Md ’s deﬁned by    01  01        0 vγ =   ⊗ 1I +     ..   .1  1 0

and vγ ∈ Md ⊗ Md is a unitary 



    ⊗     

γ¯

    ,  

γ¯ 2 ..

. γ¯ d = 1

144

4 Examples and Applications

where γ ∈ C is a d−th root of unity. He checks by direct computation that sγd is a periodic automorphism. As a main result of the paper, it is later shown that the pair (d, γ) is a complete invariant of cocycle conjugacy for periodic automorphisms of the hyperﬁnite II1 −factor. In our terminology, the deﬁning formula above for an explicit representative of such an equivalence class is a homogeneous LPR. As a second example we mention [Jo94], where V.F.R. Jones considers sequences (Un (λ))∞ n=1 of unitaries generating a von Neumann algebra and depending on a parameter λ, such that the following Yang-Baxter-type equations are valid: (1) Un (λ) Um (µ) = Um (µ) Un (λ) whenever | n − m |≥ 2, (2) ∀λ, µ ∃ν Un+1 (λ) Un (µ) Un+1 (ν) = Un (ν) Un+1 (µ) Un (λ). By (1) the automorphism αλ := lim Ad (U1 (λ) . . . UN (λ)) N →∞

exists and using (2) it can be shown that αλ and αµ are almost commuting, see [Jo94] for details. Clearly (1) indicates a generalization of our concept of LPR to more general ﬁltrations and (2) relates the setting to questions arising in statistical mechanics.

4.6 Noncommutative Extension of Adaptedness 4.6.1 Extending Adaptedness As discussed in the Introduction, one of the aims of the spatial approach is to get a better understanding how commutative processes lie inside noncommutative ones. Here we give some observations about the adaptedness property in this respect. We have seen in Section 4.5 that for tensor products of matrices adapted endomorphisms automatically have an LPR while in the commutative setting analyzed in Section 4.1 this is not automatically the case. Therefore we expect some obstacles in the attempt to extend the latter scheme to the former. In the following we examine the simplest situation where such an obstacle becomes clearly visible. 4.6.2 Three Points of Time The main observations can already be made in C[0,2] , i.e. with three points of time. Let us write D Cd for the diagonal algebra of Md . The tracial state tr restricts to a state on D giving equal weight to each point 1, . . . , d. In the following we shall always interpret Cd as D and Cd ⊗ Cd ⊗ Cd as D ⊗ D ⊗ D ⊂ Md ⊗ Md ⊗ Md. We say that an automorphism α of Cd ⊗ Cd ⊗ Cd is adapted with PR if there are permutation matrices P1 ∈ Md ⊗ Md ⊗ 1I

4.6 Noncommutative Extension of Adaptedness

145

and P2 ∈ D ⊗ Md ⊗ Md such that α = Ad P1 P2 |D⊗D⊗D . This implies that α(Cd ⊗ 1I ⊗ 1I) ⊂ Cd ⊗ Cd ⊗ 1I, i.e. adaptedness in the wide sense. In fact, the reader should check that the above deﬁnition is only a reformulation of the usual notion (see 3.2.6 and Section 4.1), restricted to C[0,2] and with the special state giving equal weight to each point. As shown in 4.1.7-10 it is just this what can in principle always be achieved in representing adapted commutative stationary processes. On the other hand, let us say that an automorphism α ˜ of Md ⊗ Md ⊗ Md is adapted if α ˜ (Md ⊗ 1I ⊗ 1I) ⊂ Md ⊗ Md ⊗ 1I. Then by 4.5.2 there are unitaries U1 ∈ Md ⊗ Md ⊗ 1I and U2 ∈ 1I ⊗ Md ⊗ Md such that α ˜ = Ad U1 U2 , i.e. we have an LPR. Our question can now be made precise: Given α adapted with ˜ adapted on Md ⊗ Md ⊗ Md such PR on Cd ⊗ Cd ⊗ Cd , is it possible to ﬁnd α that α = α ˜ |D⊗D⊗D ? Because in inﬁnite product representations Ad P1 P2 represents the endomorphism correctly only on Cd ⊗ Cd ⊗ 1I a more important ˜ |D D 1I . problem is to determine when α|Cd Cd 1I = α 4.6.3 Criteria for the Extendability of Adaptedness We have reformulated the deﬁnition of adaptedness of α in such a way that we already have a natural candidate for an extension: Ad P1 P2 can also be interpreted as an automorphism β of Md ⊗ Md ⊗ Md . Theorem: Let α be adapted with PR Ad P1 P2 on Cd ⊗ Cd ⊗ Cd . (a) The following assertions are equivalent: (a1) β(Md ⊗ 1I ⊗ 1I) ⊂ Md ⊗ Md ⊗ 1I. (a2) There exist permutation matrices P1† ∈ Md ⊗ Md ⊗ 1I and P2† ∈ 1I ⊗ Md ⊗ Md such that P1 P2 = P1† P2† . (a3) There exists an adapted endomorphism α ˜ of Md ⊗ Md ⊗ Md such that α = α ˜ |D D D . (b) The following assertions are equivalent: (b1) There exists a unitary Q ∈ D ⊗ D ⊗ Md such that α ˜ := β ◦ Ad Q is adapted on Md ⊗ Md ⊗ Md . (b3) There exists an adapted endomorphism α ˜ of Md ⊗ Md ⊗ Md such ˜ |D D 1I . that α|Cd Cd 1I = α If we replace (a3) by (b3) then (a1) has to be replaced by (b1), which explains the numbering. Proof: We show (a1) ⇒ (a2). Using matrix units {Eij }di,j=1 we can write P2 =

Ekk ⊗ Rk

with Rk ∈ Md ⊗ Md

k

and we get P2 Eij ⊗ 1I ⊗ 1I P2∗ = Eij ⊗ Ri Rj∗ . By (a1) this is an element of Md ⊗ Md ⊗ 1I. In particular R1 Rj∗ ∈ Md ⊗ 1I, i.e. for all j there exists

146

4 Examples and Applications

Wj ∈ Md ⊗ 1I such that R1 = Wj Rj . Now deﬁne W := P1†

∗

P2†

P1† P2† ,

P1†

j

Ejj ⊗ Wj and

:= P1 W , := W P2 . Then P1 P2 = ∈ Md ⊗ Md ⊗ 1I and Ekk ⊗ Wk Rk = Ekk ⊗ R1 = 1I ⊗ R1 ∈ 1I ⊗ Md ⊗ Md . P2† = k

k

(a2) ⇒ (a3) is immediate: Just deﬁne α ˜ := Ad P1† P2† . To show (a3) ⇒ (a1) we compare β(Eij ⊗ 1I ⊗ 1I) and α ˜ (Eij ⊗ 1I ⊗ 1I) for an arbitrary matrix unit Eij . Think of Eij ⊗ 1I ⊗ 1I as a d3 × d3 −matrix with d2 entries equal to one, the others equal to zero. β = Ad P1 P2 moves the non-zero entries to diﬀerent places. If α ˜ = Ad U1 U2 then by assumption (U1 U2 )(P1 P2 )∗ ∈ (D ⊗ D ⊗ D) = D ⊗ D ⊗ D, i.e. there is a unitary diagonal matrix X such that U1 U2 = XP1 P2 . We infer that we get α ˜ (Eij ⊗ 1I ⊗ 1I) from β(Eij ⊗ 1I ⊗ 1I) by replacing the ones in the matrix by suitable unimodular complex numbers. Concerning the question whether this is an element in Md ⊗ Md ⊗ 1I such a replacement can only make things worse: If α(E ˜ ij ⊗ 1I ⊗ 1I) ∈ Md ⊗ Md ⊗ 1I, which is the case if (a3) is assumed, then necessarily already β(Eij ⊗ 1I ⊗ 1I) ∈ Md ⊗ Md ⊗ 1I. Since we can do this argument with all matrix units we get (a1). Now starting with (b1) we write β ◦ Ad Q = Ad P1 P2 Q. Check that the argument given for (a1) ⇒ (a2) above does not depend on the fact that the occurring matrices are permutation matrices. Using the argument with P2 Q instead of P2 we ﬁnd unitaries U1 ∈ Md ⊗ Md ⊗ 1I and U2 ∈ 1I ⊗ Md ⊗ Md (instead of P1† , P2† ) such that P1 P2 Q = U1 U2 . Thus α ˜ := β ◦ Ad Q = Ad P1 P2 Q = Ad U1 U2 is adapted. Further (P1 P2 )∗ (U1 U2 ) = Q ∈ D ⊗ D ⊗ Md = (D ⊗ D ⊗ 1I) , which implies the remaining part of (b3). Conversely, given (b3), write α ˜ = Ad U1 U2 and deﬁne Q := (P1 P2 )∗ (U1 U2 ) ∈ (D ⊗ D ⊗ 1I) = D ⊗ D ⊗ Md . Then β ◦ Ad Q = α ˜ is adapted, which gives (b1). 2 4.6.4 An Example: The Fredkin Gate The following example shows that the assumptions in 4.6.3a,b are not always satisﬁed and thus it can happen that there are no adapted extensions. Let α be adapted on C2 ⊗ C2 ⊗ C2 with PR Ad P1 P2 given by P1 ∈ Md ⊗ Md ⊗ 1I arbitrary and

4.6 Noncommutative Extension of Adaptedness

P2 :=

10 00

⊗ 1I ⊗ 1I +

00 01



147



1  01   ⊗  1 0  ∈ D ⊗ Md ⊗ Md . 1

In analogy to the CNOT-operation (‘controlled not’) in quantum information theory, this P2 may be called a controlled ﬂip. It is also known as the Fredkin gate, see [NC00]. We ﬁnd that   1  01  01 01  Ad P2 ⊗ 1I ⊗ 1I = ⊗  1 0  ∈ Md ⊗ Md ⊗ 1I, 00 00 1 and by 4.6.3a we infer that there is no adapted extension α ˜. There is even no adapted α ˜ which coincides with α on D ⊗ D ⊗ 1I. By 4.6.3b it suﬃces to show that there is no unitary Q ∈ D ⊗2 D ⊗ Md such that Ad P2 Q(Md ⊗ 1I ⊗ 1I) ⊂ Md ⊗ Md ⊗ 1I. In fact, with Q = i,j=1 Eii ⊗ Ejj ⊗ Qij 01 and with E12 = we ﬁnd that 00 Q E12 ⊗ 1I ⊗ 1I Q∗ = E12 ⊗

(Ejj ⊗ Q1j Q∗2j )

j

and P2 Q E12 ⊗ 1I ⊗ 1I Q∗ P2∗ = E12 ⊗ (Ejj ⊗ Q1j Q∗2j )(E11 ⊗ E11 + E12 ⊗ E21 + E21 ⊗ E12 + E22 ⊗ E22 ) . j

A straightforward computation shows that if . . . belongs to Md ⊗ 1I then Q1j Q∗2j = 0 for j = 1, 2. But this is impossible for a unitary Q. 4.6.5 Discussion Let us summarize the signiﬁcance of the considerations above for extensions of adapted processes. If we are given a commutative stationary process, adapted with PR to a given ﬁltration, then in general it is not possible to extend it to a process on all operators of the GN S−spaces which is stationary and adapted. This failure occurs if the original PR cannot be replaced by an LPR, in the sense made precise in Theorem 4.6.3. Note that no problems of this kind arise for Markov processes given in a coupling representation: A coupling representation is automatically LPR, see 4.1.12, and an adapted and stationary Markovian extension can be written down immediately. We have seen in Chapter 2 how useful such extensions can be, in many respects.

Appendix A Some Facts about Unital Completely Positive Maps

In this appendix we present some results about unital completely positive maps which are used in the main text at diverse places. Many of them are more or less well-known or elementary (or both), but there seems to be no reference which covers them all and we have taken the opportunity to present them in a way ﬁtting as directly as possible to the needs in this book.

A.1 Stochastic Maps A.1.1 Terminology For notions such as ‘n-positive’ or ‘completely positive’ and basic facts about such maps see for example ([Ta79], IV.3). If A, B are C ∗ −algebras and S : A → B is completely positive and unital (i.e. S(1I) = 1I), then we call S a stochastic map. This terminology is not standard, but it is rather natural in view of the fact that for A, B commutative and ﬁnite dimensional we just get stochastic matrices in the usual sense. If A, B are von Neumann algebras, we include normality into the deﬁnition of a stochastic map. Because these maps are so important there are various names for them in the literature. We mention the term ‘operation’ for a slightly more general notion (S(1I) ≤ 1I), which is motivated by the fact that such operations describe changes of systems in quantum physics [Da76, Ho01]. For similar reasons, in quantum information theory [NC00] some authors use ‘quantum channel’. A.1.2 Kadison-Schwarz Inequality The important Kadison-Schwarz inequality for a stochastic map S : A → B tells us that S(a∗ a) ≥ S(a)∗ S(a) for all a ∈ A.

R. Gohm: LNM 1839, pp. 149–163, 2004. c Springer-Verlag Berlin Heidelberg 2004

150

Appendix A: Some Facts about Unital Completely Positive Maps

We can apply it to the following setting: Let A, B be C ∗ −algebras, φA a state on A, φB a state on B and S : A → B a stochastic map with φB ◦ S = φA . Then we write S : (A, φA ) → (B, φB ). From the Kadison-Schwarz inequality it follows that

S(a) φB ≤ a φA for a ∈ A, 1

1

where a φA := φA (a∗ a) 2 , b φB := φB (b∗ b) 2 . The GNS-construction for A and B provides us with pairs (G, ΩG ) and (H, ΩH ), i.e. Hilbert spaces with cyclic vectors for the GNS-representations π such that φA (a) = ΩG , π(a)ΩG

and φB (b) = ΩH , π(b)ΩH

(with a ∈ A, b ∈ B). Then we have a φA = π(a)ΩG and b φB =

π(b)ΩH . If φB is faithful then ΩH is separating for B and using the Kadison-Schwarz inequality we can check that Sπ : π(A) → π(B),

π(a) → π(S(a))

is well-deﬁned and can be extended to a stochastic map acting normally on the weak closures. So at least in this case, we do not loose much and gain simplicity of notation on the other hand if we, from the beginning, work in the following setting (as done for example in Chapter 1): A.1.3 A Useful Setting Suppose A ⊂ B(G) and B ⊂ B(H) are von Neumann algebras with cyclic vectors ΩG ∈ G and ΩH ∈ H. Restricting the corresponding vector states to A and B we get normal states φA and φB . Then consider a stochastic map S : (A, φA ) → (B, φB ).

A.2 Representation Theorems A.2.1 W.F. Stinespring and K. Kraus Like many fundamental concepts complete positivity has a double history in mathematics and in physics. This is documented in the early approaches by W.F. Stinespring [St55] and by K. Kraus [Kr71]. Two basic representation theorems are named after these authors. We state both and indicate the relation between them. More details on most of the following topics can be found in ([K¨ u88b], chap.1).

A.2 Representation Theorems

151

A.2.2 Stinespring Representation ˆ π, v) consisting Suppose S : A → B ⊂ B(H) is a stochastic map. A triple (L, ∗ ˆ ˆ of a Hilbert space L, a normal -representation π of A on L and an isometry v : H → Lˆ is called a Stinespring representation for S if for all a ∈ A S(a) = v ∗ π(a) v. It is called minimal if the subspace vH is cyclic for π(A). H

S(a)

v∗

v

Lˆ

/H O

π(a)

/ Lˆ

Stinespring’s theorem states: For every stochastic map S there exists a minimal Stinespring representation which is unique up to unitary equivalence. A.2.3 Kraus Decomposition Suppose that A ⊂ B(G) and B ⊂ B(H) and S : A → B is a stochastic map. A family {ak }dk=1 ⊂ B(G, H) is called a Kraus decomposition of S if for all a∈A d ak a a∗k . S(a) = k=1

A Kraus decomposition is called minimal if the {ak } are linearly independent. d ∗ From S(1I) = 1I one gets k=1 ak ak = 1I. If d = ∞ the sums should be interpreted as stop-limits. In this case the correct condition for minimality is: d For {λk }dk=1 ⊂ C from stop- k=1 λk a∗k = 0 follows λk = 0 for all k. In the following we shall not explicitly mention the case d = ∞ and instead remark once and for all that to get the results it will usually be necessary to use the strong operator topology in a suitable way. Kraus’ theorem states that it is always possible to ﬁnd a minimal Kraus 1 and decomposition, and for any two minimal Kraus decompositions {ak }dk=1 d2 min min min {bk }k=1 weﬁnd d1 = d2 =: d and a unitary d ×d −matrix w such that b∗r = s wrs a∗s for all r. This minimal number dmin is called the rank of S. Another term is ’index‘ which stresses analogies to the notion of index for continuous semigroups of completely positive maps [Ar97a, Ar03], but this term tends to be a bit overloaded. A.2.4 Connection between Stinespring and Kraus Given a von Neumann algebra A ⊂ B(G) the so-called ampliﬁcation-induction theorem (see [Ta79], IV.5.5) tells us that any normal ∗ −representation of A

152

Appendix A: Some Facts about Unital Completely Positive Maps

is unitarily equivalent to a subrepresentation of a → a ⊗ 1I on G ⊗ P, with a Hilbert space P (of dimension d). If A = B(G) then P can be chosen in such a way that no restriction to a subrepresentation is required. Applying this to the representation π in A.2.2 we have v : H → G ⊗ P. Fixing an ONB { k }dk=1 of P, an arbitrary element of G ⊗ P can be written d in the form k=1 ξk ⊗ k and for the isometry v we get the formula vξ =

d

a∗k (ξ) ⊗ k

k=1

with suitable ak ∈ B(G, H). This yields a correspondence between the Stinespring representation in A.2.2 and the Kraus decomposition in A.2.3. / G⊗P H JJ JJ JJ JJ JJ a∗ k % G G ⊗ k v

One can check that minimal Stinespring representations correspond to minimal Kraus decompositions. Note also that v : H → G ⊗ P deﬁnes a stochastic map from B(G) into B(H) given by x → v ∗ x ⊗ 1I v for all x ∈ B(G) which is an extension of S : A → B(H). Therefore such extensions always exist. This may be interpreted as a kind of Hahn-Banach theorem for completely positive maps. See ([Ar69], 1.2.3) for the original approach to extensions of completely positive maps and for further results. A recent account is included in [ER00]. A.2.5 Equivalence Unitary equivalence between two Stinespring representations with subscripts 1 and 2 means explicitly that there is a unitary w : Lˆ1 → Lˆ2 such that v2 = w v1 and w π1 (·) = π2 (·) w. One always gets the minimal Stinespring representation by restricting an arbitrary one to the minimal representation space, which is ˆ The projection onto this space belongs equal to the closure of π(A)vH ⊂ L. to the commutant of π(A) and is denoted p . Thus for any two Stinespring representations of the same stochastic map S there exists a partial isometry w : Lˆ1 → Lˆ2 with w∗ w ≥ p1 , ww∗ ≥ p2 , v2 = w v1 , w π1 (·) = π2 (·) w. In terms of Kraus decompositions this means that we have a partial isometry w given by a d2 × d1 −matrix with entries wrs ∈ A ⊂ B(G) such that (2) (1) u88b], 1.1.8). If A = B(G) then these entries (ar )∗ = s wrs (as )∗ (see [K¨ are complex numbers. A.2.6 Non-minimal Decompositions min

In particular, if S : B(H) → B(H) with {ak }dk=1 a minimal and {bk }dk=1 an arbitrary Kraus decomposition, then there is an isometric d × dmin −matrix

A.2 Representation Theorems

153

w with complex entries such that  ∗  ∗  b1 a1  ..   ..   .  = w  . . b∗d a∗dmin See also [Ch75] for a direct computational proof. Lemma: Given {bk }dk=1 , {ck }dk=1 ⊂ B(H) (with the same d). The following assertions are equivalent: d ∗ (a) dk=1 bk x b∗k = for all x ∈ B(H). k=1 ck x ck (b) There exists a unitary d × d−matrix w such that  ∗  ∗ c1 b1  ..   ..   .  = w  . . c∗d

b∗d

Proof: (b) ⇒ (a) follows by direct computation. To show the converse we can use the equation for the minimal decomposition stated above. In fact, we have  ∗  ∗  b1 a1  ..   .   ..     .   ..   ∗   .      = wb  admin  ,  .   0   ..       .   .   ..   ..  0 b∗d 

 c∗1  ..   .     ..   .    = wc  .   ..     .   ..  c∗d



 a∗1  ..   .   ∗   a min   d   0 ,    .   ..  0

where wb and wc are unitary d × d−matrices extending the isometry which relates a minimal and the non-minimal decomposition in an arbitrary way. Now we can deﬁne w := wc (wb )−1 . 2 The lemma generalizes the unitary equivalence of minimal decompositions and shows that the number d is a complete invariant for unitary equivalence of Kraus decompositions for given S.

154

Appendix A: Some Facts about Unital Completely Positive Maps

A.3 The Isometry v A.3.1 A Shifted Point of View In many parts of the main text the isometry v is the object of interest and the stochastic map for which v occurs in the Stinespring representation is only a tool. Thus let us review the theory from the point of view of the isometry v. A.3.2 Subspaces Which Are Minimal for an Inclusion Considering a subset A of a Hilbert space G ⊗ P, the components G and P may be unnecessarily large. Lemma: The following equivalent conditions characterize a unique closed subspace GA of G: (1) GA is minimal with the property A ⊂ GA ⊗ P. (2) For a basis { k } of P define " ! GA := span ξk ∈ G : There exists a ∈ A such that a = ξk ⊗ k . ! "⊥ (3) GA := ξ ∈ G : ξ ⊗ η, a = 0 for all η ∈ P and a ∈ A . We shall say that GA ⊂ G is minimal for the inclusion A ⊂ G ⊗ P. Conditions (1) and (2) (with span instead of span) make also sense for vector spaces instead of Hilbert spaces. The deﬁnition (2) does not depend on the basis. In a similar way we can also deﬁne a subspace PA of P. Then A ⊂ GA ⊗ PA . Proof: First we show (1) ⇔ (2). Using the deﬁnition (2) for GA , it is obvious that A ⊂ GA ⊗ P. If A ⊂ G ⊗ P for a closed subspace G ⊂ G then for all a ∈ A we have a = ξk ⊗ k with ξk ∈ G . Thus GA ⊂ G . For (2) ⇔ (3) we have to show that ξ ∈ G is orthogonal to all ξk in (2) if and only if ξ ⊗ η, a = 0 for all η ∈ P and a ∈ A. If ξ is orthogonal then indeed ξ ⊗ η, a = ξ ⊗ η, ξk ⊗ k = 0. Conversely if ξ, ξk0 = 0 then if ξk0 occurs in a = ξk ⊗ k we get ξ ⊗ k0 , a = 0. 2 A.3.3 The Map a : P → B(G, H) Let v : H → G ⊗ P be an isometry. For η ∈ P deﬁne an operator aη ∈ B(G, H) by a∗η (ξ) ⊗ η := (1I ⊗ pη ) vξ for all ξ ∈ H. Here pη denotes the one-dimensional projection onto Cη. Writing pη = | ηη | makes clear that a : P → B(G, H), η → aη , is linear. If { k } is an ONB of P then with ak := a k for all k we are back at the formula v ξ = a∗k (ξ) ⊗ k already encountered in A.2.4.

A.3 The Isometry v

155

/ G⊗P H II II II II II a∗ η $ G G⊗η v

Using A.3.2 with A := vH ⊂ G ⊗ P we get subspaces GvH and PvH . Then vH ⊂ GvH ⊗ PvH . Proposition: ⊥ (a) η ∈ PvH ⇔ aη = 0. (b) If { r } is linear independent in PvH then {ar := a r } is linear independent in B(G, H). ⊥ Proof: By Lemma A.3.2(3) we know that η ∈ PvH if and only if for all ξG ∈ G have 0 = ξ ⊗ η, vξ . It suﬃces to consider unit vectors η. and ξH ∈ H we G H Write v ξH = a∗k (ξH ) ⊗ k with an ONB { k } of P containing k0 = η. Then we see that ξG ⊗ η, vξH = ξG , a∗η (ξH ). This vanishes for all ξG ∈ G and ξH ∈ H if and only if aη =0. This proves (a). To prove (b) assume that λr ar = 0, {λr } ⊂ C with λr = 0 only for ﬁnitely many r. Then 0= λr ar = a( λr r ) ⊥ and by (a) weget λr r ∈ PvH . By assumption r ∈ PvH for all r. We conclude that λr r = 0 and then by independence that λr = 0 for all r. 2

A.3.4 Metric Operator Spaces It follows from Proposition A.3.3 that a : PvH → a(PvH ) ⊂ B(G, H) is an isomorphism of vector spaces. We can use it to transport the inner product, yielding a Hilbert space of operators E ⊂ B(G, H). The space E is a metric operator space as deﬁned by Arveson in [Ar97a] (where the case G = H is treated): A metric operator space is a pair (E, ·, ·) consisting of a complex linear subspace E of B(G, H) together with an inner product with respect to which E is a separable Hilbert space and such that for an ONB {ak } of E and any ξ ∈ H we have

a∗k ξ 2 < ∞. k

Of course in our case we even get k ak a∗k = 1I. While our starting point has been the isometry v, Arveson emphasizes the bijective correspondence between metric operator spaces and normal completely positive maps. In our case the map in question is

156

Appendix A: Some Facts about Unital Completely Positive Maps

S : B(G) → B(H), x → v ∗ x ⊗ 1I v, and the bijective correspondence is an elegant reformulation of the representation theorems of A.2. The point of view of metric operator spaces makes many features look more natural. Note that the minimal space for the Stinespring ⊗ E. Conversely, starting with G ⊗ E where representation of S is G ⊗ PvH G E is a metric operator space with k ak a∗k = 1I, we can deﬁne the isometry v as the adjoint of the multiplication map M :G⊗E → H ξ ⊗ ak → ak (ξ). In other words, v is a generalized comultiplication. See [Ar97a]. d Similarly if we choose an ONB { k } of PvH then v ξ = k=1 a∗k (ξ) ⊗ k , and the corresponding ONB {ak }∗ of E provides us with a minimal Kraus decomposition S(a) = ak a ak . The non-uniqueness of minimal Kraus decompositions is due to ONB-changes in E. A.3.5 Non-minimality Revisited The point of view of metric operator spaces also helps to understand better the relation between minimal and non-minimal Kraus decompositions. Suppose {bk }dk=1 are arbitrary elements of a vector space, not necessarily linear independent. There is a canonical way to introduce an inner product on span{bk }dk=1 : Start with a Hilbert space L with ONB {ek }dk=1 and deﬁne a linear map γ, which for d < ∞ is determined by γ : L → span{bk }dk=1 ek → bk . The restriction of γ to (Ker γ)⊥ is a bijection and allows us to transport the inner product to span{bk }dk=1 . If d = ∞ deﬁne γ on the non-closed linear span Lˇ of the ek as above and use the natural embedding of Lˇ / Ker γ into (Ker γ)⊥ ⊂ L to transport the inner product. In this case it may be necessary to form a completion span of span{bk }dk=1 to get a Hilbert space. Then γ can be extended to the whole of L by continuity. We can characterize the Hilbert space span{bk }dk=1 so obtained by the property that the adjoint γ ∗ is an isometric embedding of span{bk }dk=1 into L. Exactly this happens if we want d to ﬁnd the inner product of the metric operator space E of the map x → k=1 bk x b∗k with x ∈ B(G), {bk } ⊂ B(G, H) min not necessarily linear independent. In fact, if {ak }dk=1 is a minimal decomposition, then {ak } is an ONB of E and from the formula  ∗  ∗  b1 a1  ..   ..   .  = w  . . b∗d

a∗dmin

A.4 The Preadjoints C and D

157

obtained in A.2.6 with an isometric matrix w we can derive an isometric identiﬁcation of span{bk }dk=1 and E.

A.4 The Preadjoints C and D A.4.1 Preadjoints Besides the stochastic map S : B(G) → B(H) there are some further objects associated to an isometry v : H → G ⊗ P which occur in the main text. We have the preadjoint C = S∗ : T (H) → T (G) with respect to the duality between trace class operators and bounded operators: < C(ρ), x > = < ρ, S(x) >

for ρ ∈ T (H), x ∈ B(G).

C is a trace-preserving completely positive map. From S(x) = v ∗ x ⊗ 1I v we ﬁnd the explicit formula C(ρ) = T rP (v ρ v ∗ ), where T rP is the partial trace evaluated at P, i.e. T rP (x ⊗ y) = x · T r(y). (We denote by tr the trace state and by T r the non-normalized trace.) A.4.2 The Associated Pair (C,D) Given v as above, we can consider a pair of trace-preserving completely positive maps: C : T (H) → T (G), ρ → T rP (v ρ v ∗ ), D : T (H) → T (P),

ρ → T rG (v ρ v ∗ ).

The adjoint of D is the stochastic map D∗ : B(P) → B(H),

y → v ∗ 1I ⊗ y v.

Note that in general not even the pair (C, D) determines the isometry v completely. For example take G = H = P = C2 . The unit vectors √12 (|11 + |22) and √12 (|12 + |21) in G ⊗ P cannot be distinguished by partial traces. Thus the two isometries v1 and v2 determined by 1 1 v1 |1 = √ (|11 + |22), v1 |2 = √ (|12 + |21), 2 2 1 1 v2 |1 = √ (|12 + |21), v2 |2 = √ (|11 + |22) 2 2 yield the same pair (C, D).

158

Appendix A: Some Facts about Unital Completely Positive Maps

A.4.3 Coordinates Given an isometry v : H → G ⊗ P and ONB’s {ωi } ⊂ G, {δj } ⊂ H, { k } ⊂ P we get for ξ ∈ H vξ = a∗k (ξ) ⊗ k = ωi ⊗ a ˇ∗i (ξ), i

k

yielding Kraus decompositions a∗k ρ ak , C(ρ) =

D(ρ) =

a ˇ∗i ρ a ˇi .

i

k

Here ak ∈ B(G, H) and a ˇi ∈ B(P, H). It is also possible to represent C and D as matrices with respect to the matrix units corresponding to the ONB’s above: C(|δj δj |) = Cii ,jj |ωi ωi |, i,i

D(|δj δj |) =

Dkk ,jj | k k |.

k,k

These quantities are related as follows: Lemma: (ak )ji = (ˇ ai )jk Cii ,jj = ˇ a∗i δj , a ˇ∗i δj ∗ Dkk ,jj = ak δj , a∗k δj Proof:

(ak )ji = δj , ak ωi = a∗k δj , ωi a∗r δj ⊗ r , ωi ⊗ k = ωs ⊗ a ˇ∗s δj , ωi ⊗ k = r

s

ˇi k = (ˇ ai )jk . = ˇ a∗i δj , k = δj , a Geometrically one may think of a three-dimensional array of numbers and of a and a ˇ as two diﬀerent ways to decompose it by parallel planes. Cii ,jj = ωi , C(|δj δj |)ωi = ωi , T rP (|v δj v δj |)ωi ωr ⊗ a ˇ∗r δj ωs ⊗ a ˇ∗s δj |)ωi = ωi , T rP (| = ωi ,

r

r,s

= Similarly for D. 2

ˇ a∗i

s

|ωr ωs |ˇ a∗s δj , a ˇ∗r δj ωi

δj , a ˇ∗i δj .

A.4 The Preadjoints C and D

159

A.4.4 Formulas for Partial Traces Let χ, χ be vectors in G ⊗ P, {ωi } an ONB of G and χ = i ω i ⊗ χi .

i

ω i ⊗ χ i , χ =

Lemma: T rP |χ χ| ij = χj , χi T rG |χ χ| = |χi χi | i

Proof:

T rP |χ χ| ij = ωi , (T rP |χ χ|) ωj # = ωi , T rP =

|ωr ⊗

χr

r

$ ωs ⊗ χs | ωj

s

ωi , ωr ωs , ωj χs , χr

r,s

= χj , χi . T rG |χ χ| = T rG =

|ωr ⊗ χr

r

|χi χi |

ωs ⊗ χs |

s

2

i

A.4.5 A Useful Formula for Dilation Theory Proposition: Let ΩP ∈ P be a distinguished unit vector, so that the projection pG from G ⊗P onto G G ⊗ΩP ⊂ G ⊗P can be defined. Then for all ξ, ξ ∈ H we get pG vξ, pG vξ = ΩP , D(|ξ ξ|) ΩP . Proof: Using Lemma A.4.4 we ﬁnd for χ, χ ∈ G ⊗ P that pG χ, pG χ = ωj ⊗ ΩP , χj ΩP , ωi ⊗ ΩP , χi ΩP j

=

i

i

# ΩP , χi χi , ΩP = ΩP ,

$ |χi χi | ΩP

i

= ΩP , (T rG |χ χ|) ΩP . Now insert vξ = χ, vξ = χ and the deﬁnition of D. 2

160

Appendix A: Some Facts about Unital Completely Positive Maps

The proposition shows that the map D plays a role in dilation theory: The isometry v is an isometric dilation (of ﬁrst order) of the contraction t := pG v : H → G. The map D determines the quantities t ξ, t ξ , in particular

t ξ 2 = ΩP , D(pξ ) ΩP , for all unit vectors ξ ∈ H, where pξ is the one-dimensional projection onto Cξ.

A.5 Absorbing Vector States A.5.1 Stochastic Maps and Vector States Proposition: Assume v : H → G⊗P is an isometry and v ξ = with an ONB { k }dk=1 of P, so that ∗

S(x) = v x ⊗ 1I v =

d

d k=1

a∗k (ξ)⊗ k

ak x a∗k : B(G) → B(H)

k=1

is a stochastic map (see A.2). Further let ΩG ∈ G and ΩH ∈ H be unit vectors (compare A.1.3). Then the following assertions are equivalent: (1) ΩG , x ΩG = ΩH , S(x) ΩH for all x ∈ B(G) (2) There exists a unit vector ΩP ∈ P such that v ΩH = ΩG ⊗ ΩP . (3) There exists a function ω : {1, . . . , d} → C such that a∗k ΩH = ω(k) ΩG

for all k = 1, . . . , d.

Note that if G = H and ΩG = ΩH =: Ω, then the proposition deals with an invariant vector state Ω and (3) means that Ω is a common eigenvector for all a∗k , k = 1, . . . , d. Proof: Using the formula for v with ξ = ΩH we ﬁnd v ΩH =

d

a∗k (ΩH ) ⊗ k .

k=1

Now (2) ⇔ (3) follows by observing that ΩP = (1) can be written as: ΩG , xΩG = v ΩH , x ⊗ 1I v ΩH

d k=1

ω(k) k .

for all x ∈ B(H).

Thus (2) ⇒ (1) is immediate. For the converse assume that v ΩH has not the form given in (2). Then inserting x = pΩG , the projection onto CΩG , yields | v ΩH , pΩG ⊗ 1I v ΩH | < 1 = ΩG , pΩG ΩG , contradicting (1). 2

A.5 Absorbing Vector States

161

A.5.2 Criteria for Absorbing Vector States Assume that S : B(H) → B(H) is a stochastic map. S is called ergodic if its ﬁxed point space is trivial, i.e. equals C1I. We denote the space of positive trace class operators with trace one by T1+ (H) and call its elements density operators or density matrices. Further let ΩH ∈ H be a unit vector. We denote by pΩH and more general by pξ the one-dimensional projection onto the multiples of the vector used as subscript. The vector state given by ΩH is called absorbing for S if for all density matrices ρ ∈ T1+ (H) and all x ∈ B(H) we have T r(ρ S n (x)) −→ ΩH , x ΩH for n → ∞. In this case we shall also say that the vector ΩH is absorbing for the preadjoint S∗ . See the proposition below for direct formulations in terms of S∗ . An absorbing state is always invariant. Intuitively a state is absorbing if the dynamics always approaches it in the long run. We write < ·, · > for the duality between trace class operators and bounded operators. Then the above formula for absorbing can be written as < ρ, S n (x) > −→ < pΩH , x > . denote the canonical norm on trace class operators, i.e. ρ 1 = By · 1 we 1 T r (ρ∗ ρ) 2 . Proposition: The following assertions are equivalent: (a) S is ergodic and the vector state given by ΩH is invariant. (b) The vector state given by ΩH is absorbing. n→∞

(c) S n (pΩH ) −→ 1I

stop or (equivalently) weak∗ .

n→∞

(d) < S∗n pξ , pΩH > −→ 1 for all unit vectors ξ ∈ H. (e) S∗n ρ − pΩH 1 −→ 0 for all ρ ∈ T1+ (H). n→∞

Proof: (b) ⇒ (a): If x ∈ B(H) is a non-trivial ﬁxed point of S, then there exist ρ1 , ρ2 ∈ T1+ (H) such that T r(ρ1 x) = T r(ρ2 x). The condition for absorbing cannot be true for this x. Now assume (a). By invariance ΩH , S(pΩH ) ΩH = ΩH , pΩH ΩH = 1. Because 0 ≤ S(pΩH ) ≤ 1I this implies that S(pΩH ) ≥ pΩH . Therefore S n (pΩH ) is increasing. Its stop-limit for n → ∞ is a ﬁxed point situated between pΩH and 1I. By ergodicity it must be 1I. This shows (c) with the stop-topology. Now from (c) with weak∗ −convergence we prove (b), all together giving (a) ⇔ (b) ⇔ (c). We have to show that < ρ, S n (x) > −→ < pΩH , x > for all ρ ∈ T1+ (H), x ∈ B(H). n→∞

162

Appendix A: Some Facts about Unital Completely Positive Maps

⊥ ⊥ ⊥ Now x = pΩH x pΩH +pΩH x p⊥ ΩH +pΩH x pΩH +pΩH x pΩH . Because pΩH x pΩH = pΩH , xpΩH we get from (c): n→∞

< ρ, S n (pΩH x pΩH ) > = < pΩH , x >< ρ, S n (pΩH ) > −→ < pΩH , x > That the other terms tend to zero can be seen by using the Cauchy-Schwarz inequality (see [Ta79], I.9.5) for the states y →< ρ, S n (y) >. This proves (b). (c) and (d) are equivalent by duality. Condition (e) is apparently stronger. But (d) also implies (e), as can be seen from [Ta79], III.5.11 or by Lemma A.5.3 below. 2 Remarks: Complete positivity is never used here, the proposition is valid for positive unital maps. The implication (b) ⇒ (a) also holds for mixed invariant states (with the obvious deﬁnition of the absorbing property), but (a) ⇒ (b) is not valid in general: Already in the classical Perron-Frobenius theorem about positive matrices there is the phenomenon of periodicity. Absorbing states for positive semigroups are a well-known subject, both in mathematics and physics, both commutative and noncommutative, compare [AL87, Ar97b, Ar03]. Mathematically, this is a part of ergodic theory. Physically, it means a system’s asymptotic approach to an equilibrium. In particular, absorbing vector states can occur when atoms emitting photons return to a ground state. A.5.3 Absorbing Sequences Lemma: Consider sequences (Kn ) of Hilbert spaces, (Ωn ) of unit vectors, (ρn ) of density matrices such that Ωn ∈ Kn and ρn ∈ T+1 (Kn ) for all n. Then for n → ∞ the following assertions are equivalent: (1) Ωn , ρn Ωn → 1 (2) ρn − pΩn 1 → 0 (3) For all uniformly bounded sequences (xn ) with xn ∈ B(Kn ) for all n: T r(ρn xn ) − Ωn , xn Ωn → 0. Proof. Because Ωn , ρn Ωn = T r(ρn pΩn ) we quickly infer (3) ⇒ (1), and (2) ⇒ (3) follows from | T r(ρn xn ) − Ωn , xn Ωn | ≤ ρn − pΩn 1 sup xn . n

It remains to prove that (1) ⇒ (2): Write ρn = (n)

i

(n)

(n)

αi p (n) with αi i

≥ 0,

i

(n)

αi

and { i } an ONB of Kn . From (1) we get

=1

A.5 Absorbing Vector States

# Ωn ,

$ (n)

Ωn =

αi p (n) i

i

(n)

αi

163

(n)

| i , Ωn |2 → 1.

i

(n)

(n)

If i = 1 is an index with α1 = max αi for all n then because of i (n) (n) (n) (n) αi = 1 = | i , Ωn |2 we infer α1 → 1, i.e. αi → 0 and i

i=1

i

(n)

| 1 , Ωn | → 1, i.e. p (n) − pΩn 1 → 0 1

(n)

(by arguing in the two-dimensional subspaces spanned by 1 and Ωn ). Finally (n)

ρn − pΩn 1 =

αi p (n) − pΩn 1 i

i (n)

≤ α1 p (n) − pΩn 1 +

1

(n)

i=1

≤ |α1 − 1| + p (n) − pΩn 1 + 1

(n)

αi p (n) 1

i

(n)

αi

→ 0.

2

i=1

Generalizing the terminology of A.5.2 we may say that the sequence (Ωn ) of unit vectors is absorbing for the sequence (ρn ) of density matrices if the assertions of the lemma above are valid.

References

[AC82] Accardi, L., Cecchini, C.: Conditional expectations in von Neumann algebras and a theorem of Takesaki. J. Funct. Anal., 45, 245–273 (1982) [AFL82] Accardi, L., Frigerio, A., Lewis, J.: Quantum Stochastic Processes. Publ. RIMS Kyoto, 18, 94–133 (1982) [AH78] Albeverio, S., Høegh-Krohn, R.: Frobenius theory for positive maps of von Neumann algebras. Commun. Math. Phys., 64, 83–94 (1978) [AL87] Alicki, R., Lendi, K.: Quantum dynamical semigroups and applications. LNP 286, Springer (1987) [Ar69] Arveson, W.: Subalgebras of C ∗ -algebras. Acta Math., 123, 141–224 (1969) [Ar89] Arveson, W.: Continuous analogues of Fock space. Mem. Am. Math. Soc., 409 (1989) [Ar97a] Arveson, W.: The index of a quantum dynamical semigroup. J. Funct. Anal., 146, 557–588 (1997) [Ar97b] Arveson, W.: Pure E0 -semigroups and absorbing states. Commun. Math. Phys., 187, 19–43 (1997) [Ar03] Arveson, W.: Noncommutative Dynamics and E-Semigroups. Springer Monographs in Mathematics (2003) [Be88] Bercovici, H.: Operator theory and arithmetic in H ∞ . Am. Math. Soc. (1988) [BGS02] Ben Ghorbal, A., Sch¨ urmann, M., Non-commutative notions of stochastic independence. Math. Proc. Camb. Phil. Soc. 133, 531-561 (2002) [Bh96] Bhat, B.V.R.: An index theory for quantum dynamical semigroups. Trans. Am. Math. Soc., 348, 561–583 (1996) [Bh01] Bhat, B.V.R.: Cocycles of CCR ﬂows. Mem. Am. Math. Soc., 709 (2001) [Bi95] Biane, P.: Calcul stochastique non-commutatif. P. Biane (ed.) et al., Lectures on probability theory, Saint-Flour XXIII, Springer LNM 1608, 1-96 (1995) [BJKW00] Bratteli, O., Jorgensen, P., Kishimoto, A., Werner, R.F.: Pure states on Od . J.Operator Theory, 43, 97-143 (2000) [BJP96] Bratteli, O., Jorgensen, P., Price, G.L.: Endomorphisms of B(H). Proc. Symp. Pure Math., 59, 93-138 (1996) [Bl58] Blattner, R.J.: Automorphic Group Representations. Pac.J.Math., 8, 665-677 (1958) [BP94] Bhat, B.V.R., Parthasarathy, K.R.: Kolmogorov’s existence theorem for Markov processes in C ∗ algebras. Proc.Indian Acad.Sci., Math.Sci., 104, 253262 (1994)

R. Gohm: LNM 1839, pp. 165–168, 2004. c Springer-Verlag Berlin Heidelberg 2004

166

References

[Ca99] Carmichael, H.J.: Statistical methods in quantum optics 1. Springer (1999) [Ch75] Choi, M.-D.: Completely positive linear maps on complex matrices. Linear Algebra Appl., 10, 285-290 (1975) [Co77] Connes, A.: Periodic automorphisms of the hyperﬁnite factor of type II1 . Acta Sci.Math., 39, 39-66 (1977) [Con96] Constantinescu, T.: Schur Parameters, Factorization and Dilation Problems. Birkh¨ auser (1996) [CP96] Conti, R., Pinzari, C.: Remarks on the index of endomorphisms of Cuntz algebras, J. Funct. Anal. 142, No.2, 369-405 (1996) [Cu77] Cuntz, J.: Simple C ∗ -algebras generated by isometries. Commun. Math. Phys. 57, 173-185 (1977) [Cu80] Cuntz, J.: Automorphisms of certain simple C*-algebras. Quantum ﬁelds algebras, processes, Proc. Symp., Bielefeld 1978, 187- 196 (1980) [Cu93] Cuntz, J.: Regular actions of Hopf algebras on the C ∗ -algebra generated by a Hilbert space. Herman, Richard (ed.) et al., Operator algebras, mathematical physics, and low dimensional topology. Wellesley, MA: A. K. Peters. Res. Notes Math. (1993) [Da76] Davies, E.B.: Quantum theory of open systems. Academic Press (1976) [Da77] Davies, E.B.: Irreversible Dynamics of Inﬁnite Fermion Systems. Commun. Math. Phys., 55, 231-258 (1977) [Da78] Davies, E.B.: Dilations of completely positive maps. J. Lond. Math. Soc., II. Ser. 17, 330-338 (1978). [Da79] Davies, E.B.: Generators of dynamical semigroups. J. Funct. Anal. 34, 421432 (1979). [DKS01] Davidson, K.R., Kribs, D.W., Shpigel, M.E.: Isometric dilations of noncommuting ﬁnite rank n-tuples. Can. J. Math., 53, 506-545 (2001) [EK98] Evans, D.E., Kawahigashi, Y.: Quantum symmetries on operator algebras. Oxford Mathematical Monographs, Clarendon Press (1998) [EL77] Evans, D.E., Lewis, J.T.: Dilations of irreversible evolutions in algebraic quantum theory. Commun. Dublin Inst. Advanced Stud., Ser. A 24, 104 p. (1977). [Ep91] Epple, M.: A class of non-commutative stationary processes over the 2 × 2matrices. Couplings to coloured noise. Dissertation, T¨ ubingen (1991) [ER00] Eﬀros, E.G., Ruan, Z.J.: Operator spaces. London Mathematical Society Monographs, New Series 23, Oxford: Clarendon Press (2000) [FF90] Foias, C., Frazho, A.E.: The Commutant Lifting Approach to Interpolation Problems. Birkh¨ auser (1990) [Fr82] Frazho, A.E.: Models for noncommuting operators. J. Funct. Anal., 48, 84-90 (1982) [GHJ89] Goodman, F., de la Harpe, P., Jones, V.F.R.: Coxeter graphs and towers of algebras. MSRI Publ., Springer (1989) [GKL] Gohm, R., K¨ ummerer, B., Lang, T.: Noncommutative coding. Preprint [Go01] Gohm, R.: Adapted endomorphisms which generalize Bogoljubov transformations. J.Operator Theory, 45, 19-37 (2001) [Go03] Gohm, R.: Prediction errors and completely positive maps. In: Quantum Probability and Inﬁnite-Dimensional Analysis; Proceedings Burg 2001, QP-PQ vol. XV, World Scientiﬁc (2003) [Go1] Gohm, R.: A duality between extension and dilation. Preprint, to appear in: AMS Proceedings on ‘Advances in Quantum Dynamics’

References

167

[Go2] Gohm, R.: K¨ ummerer-Maassen scattering theory and entanglement. Preprint Greifswald 2003 [Go3] Gohm, R.: A probabilistic index for completely positive maps and its use. Preprint Greifswald 2003 [GS] Gohm, R., Skeide, M.: Normal CP-maps admit weak tensor dilations. Preprint [Ha75] Haagerup, U.: The standard form of von Neumann algebras. Math. Scandinav., 37, 271-283 (1975) [Ha92] Haag, R.: Local Quantum Physics, Springer Verlag (1992) [Ha95] Hartung, T.: Kopplungsmaße der unit¨ aren Dilatationen. Diplomarbeit, T¨ ubingen (1995) [He95] Hertfelder, C.: Kopplungsdarstellungen f¨ ur unit¨ are Dilatationen in der Systemtheorie. Diplomarbeit, T¨ ubingen (1995) [Ho01] Holevo, A.: Statistical structure of quantum theory. LNP m67, Springer (2001) [HP84] Hudson, R.L., Parthasarathy, K.R.: Quantum Ito’s formula and stochastic evolutions. Commun. Math. Phys. 93, 301-323 (1984) [Jo83] Jones, V.F.R.: Index for subfactors, Invent.Math. 71, 1-25 (1983) [Jo94] Jones, V.F.R.: On a family of almost commuting endomorphisms. J. Funct. Anal., 119, 84-90 (1994) [JS97] Jones, V.F.R., Sunder, V.S.: Introduction to subfactors. Cambridge University Press (1997) [KM00] K¨ ummerer, B., Maassen, H.: A scattering theory for Markov chains. Inﬁnite Dimensional Analysis, Quantum Probability and Related Topics, vol.3, 161-176 (2000) [Kr71] Kraus, K.: General state changes in quantum theory. Ann. Phys., 64, 311-335 (1971) [KR83] Kadison, R.V., Ringrose, J.R.: Fundamentals of the theory of operator algebras I,II. Academic Press (1983) [K¨ u85a] K¨ ummerer, B.: Markov dilations on W*-algebras. J. Funct. Anal., 63, 139177 (1985) [K¨ u85b] K¨ ummerer, B.: Markov dilations on the 2 × 2 matrices. Operator algebras and their connections with topology and ergodic theory, Proc. Conf., Busteni/Rom. 1983, Lect. Notes Math. 1132, 312-323 (1985). [K¨ u88a] K¨ ummerer, B.: Survey on a theory of non-commutative stationary Markov processes. In: Quantum Prob. and Appl. III, Springer LNM 1303, 154-182 (1988) [K¨ u88b] K¨ ummerer, B.: Construction and structure of Markov dilations on ubingen (1988) W ∗ −algebras. Habilitationsschrift, T¨ [K¨ u03] K¨ ummerer, B.: Stationary processes in quantum probability. Summer School Grenoble 1998, in: Quantum Probability Communications; QP-PQ vol. XI, ed. S. Attal, J.M. Lindsay, World Scientiﬁc (2003) [La93] Laca, M.: Endomorphisms of B(H) and Cuntz algebras. J.Operator Theory, 30, 85-108 (1993) [Lan02] Lang, T.: Ein streutheoretischer Zugang zu Kodierungsproblemen von klassischen und Quanten-Markoﬀ-Prozessen. Dissertation, Stuttgart (2002) [Lo94] Longo, R.: A duality for Hopf algebras and for subfactors I. Comm. Math. Phys., 159, 123-150 (1994) [LP67] Lax, P.D., Phillips, R.S.: Scattering theory. Academic Press (1967) [LW00] Lindsay, J.M., Wills, S.J.: Markovian cocycles on operator algebras, adapted to a Fock ﬁltration. J. Funct. Anal., 178, 269-305 (2000)

168

References

[Mac98] Mac Lane, S.: Categories for the working mathematician. Springer (1998) [Me91] Meyer, P-A.: Quantum probability for probabilists. Springer (1991) [MW57] Masani, P., Wiener, N.: The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor. Acta Math., 98, 111-150 (1957); 99, 93-137 (1958) [MW59] Masani, P., Wiener, N.: Nonlinear prediction. Probability and Statistics, H. Cramer Vol., 190-212 (1959) [NC00] Nielsen, M.A., Chuang, I.L.: Quantum computation and quantum information. Cambridge University Press (2000) [Pa92] Parthasarathy, K.R.: An introduction to quantum stochastic calculus. Birkh¨ auser (1992) [Pe89] Petersen, K.: Ergodic theory. Cambridge University Press (1989) [Po89] Popescu, G.: Isometric dilations for inﬁnite sequences of noncommuting operators. Trans. Am. Math. Soc., 316, 523-536 (1989) [Pow88] Powers, R.T.: An index theory for semigroups of *-endomorphisms of B(H) and type II1 factors. Can. J. Math., 40, 86-114 (1988) [PR94] Plymen, R.J., Robinson, P.L.: Spinors in Hilbert Space. Cambridge University Press (1994) [QPC03] Quantum probability communications. QP-PQ vol. XI, XII, ed. S. Attal, J.M. Lindsay, World Scientiﬁc (2003) [Ro74] Rosenblatt, M.: Random processes. Springer (1974) [RS78] Reed, M., Simon, B.: Methods of mathematical physics III. Academic Press (1978) [Ru95] Rupp, C.:: Noncommutative Bernoulli shifts on towers of von Neumann algebras. Dissertation, T¨ ubingen (1995) [Sa71] Sakai, S.: C ∗ -algebras and W ∗ -algebras. Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 60, Springer (1971) [Sch35] Schr¨ odinger, E.: Die gegenw¨ artige Situation in der Quantenmechanik. Die Naturwissenschaften 23 (1935) [Se81] Seneta, E.: Non-negative matrices and Markov chains. Springer (1981) [SF70] Sz.-Nagy, B., Foias, F.: Harmonic Analysis of Operators. North Holland (1970) [St55] Stinespring, W.F.: Positive functions on C ∗ -algebras. Proc. Am. Math. Soc., 6, 211-216 (1955) [Ta72] Takesaki, M.: Conditional expectations in von Neumann algebras. J. Funct. Anal., 9, 306-321 (1972) [Ta79] Takesaki, M.: Theory of operator algebras I. Springer (1979) [Teu91] Ausgew¨ ahlte Arbeiten zu den Urspr¨ ungen der Schur-Analysis. TeubnerArchiv zur Mathematik 16, Teubner (1991) [Vi84] Vincent-Smith, G.F.: Dilation of a dissipative quantum dynamical system to a quantum Markov process. Proc. Lond. Math. Soc., III.Ser. 49, 58-72 (1984) [Wa79] Walters, P.: An introduction to ergodic theory. Graduate Texts in Mathematics, Springer (1979) [WBKM00] Wellens, T., Buchleitner, A., K¨ ummerer, B., Maassen, H.: Quantum state preparation via asymptotic completeness. Phys. Rev. Lett., 85, 3361-3364 (2000)

Index

absorbing, 55, 56, 59, 63, 67, 70, 104, 105, 111, 139, 161, 161, 162, 163 adapted endomorphism, 81, 83–85, 88, 117, 137–140, 143, 145 adapted in a wide sense, 83, 90, 91, 118, 121, 140, 145 adapted isometry, 88, 90–92, 99–101, 103–106, 109, 111 adaptedly implemented, 118, 121, 126, 128, 139 associated isometry, 17, 18, 21, 22, 24, 25, 27, 33, 36, 66, 87, 140 asymptotically complete, 61, 62, 66, 67, 70, 71, 105, 142 automorphic, 26, 27, 31, 33, 42, 64–67 C-D-correspondence, 105, 111, 128 C-F-correspondence, 111, 142 categories, 79, 81–83, 90, 116, 117 Chapman-Kolmogorov equation, 39, 43 choice sequence, 76, 78, 102, 119 Cliﬀord algebra, 136–139 coboundary, 53, 54 cocycle, 53, 56, 58, 65 commutant, 18, 21–23, 35, 36, 51, 56, 140, 152 conditional expectation, 15, 25, 26, 39, 41–43, 62, 63, 66, 71, 89, 90, 102 conjugacy, 51, 52, 54–57, 60, 62–64, 67 correlation, 39, 40, 43, 71, 87 coupling representation, 38, 41, 42, 46, 48–52, 62, 63, 65, 69, 70, 97, 101, 105, 111, 126, 142, 147 covariance operator, 68, 69, 69, 70

Cuntz algebra, 47, 48–51, 54, 56 defect, 77, 78, 96, 102, 104, 124 density matrix, 68, 105, 111, 161–163 deterministic, 77, 104, 105, 131, 132, 134, 139 dual map, 21 duality, 21, 23, 27, 157, 161, 162 elementary tensor representation, 121, 121, 122, 126 entanglement, 68, 69, 71 entropy, 76, 127, 128 equivalence (of dilations), 15, 17, 19, 20, 23, 24, 28, 30–33, 52, 67 ergodic, 55, 56, 59, 60, 64, 66, 67, 70, 161, 162 essential index, 131, 132 extended transition operator, 25, 27, 34, 35, 44, 67, 70, 97, 104, 141, 143 extending factor, 84, 85, 118, 119 factors (of a PR), 83, 84, 85, 91, 98, 117–119, 122, 123, 126, 140 ﬁltration, 82, 84–91, 102, 104, 105, 117–121, 124, 128, 130, 133, 136, 138, 139, 144, 147 homogeneous, 39, 41, 105, 111, 131, 132, 142, 144 hyperﬁnite factor, 136, 139, 143, 144 increasing projection, 45, 46, 48 independence, 88, 89, 90, 120, 128

170

Index

inductive limit, 80 inﬁnite tensor product, 46, 59, 89, 90, 120, 142 Kadison-Schwarz inequality, 149, 150 Kraus decomposition, 14, 24, 30, 36, 44, 47, 48, 50, 52, 151, 152, 156, 158 localized product representation, 92, 94, 96, 97, 99, 103, 105, 106, 128, 132, 137, 138, 140, 143–145, 147 LPR, see localized product representation Markov process, 38–43, 45–48, 50–52, 62–70, 105, 111, 147 Markovian extension, 126 Markovian subspace, 48, 50, 51 master equation, 101 metric operator space, 155, 156 minimal for an inclusion, 92, 94, 95, 154 minimal version, 18–20, 24, 25 Møller operator, 61, 62, 63 partition, 48, 120–124, 126 positive deﬁnite, 34, 76 PR, see product representation prediction, 76, 77, 90, 102–105, 128–130, 138, 139 primary, 43, 45–47, 49, 51, 52, 59 product representation, 75–79, 82, 83–85, 88, 91, 92, 102, 107, 114, 117, 118, 121, 128, 140, 144–147 product system, 60

quantum information, 68, 71, 132, 147 rank, 12, 13, 44, 47, 52, 54, 56, 151 scattering, 60–63, 66, 128 Schur parameter, 34, 76, 77 shift, 41, 42, 45, 46, 48, 54, 59, 60, 62, 64–66, 78, 84, 101, 118, 126, 139, 141, 143 spatial, 17, 68, 102, 104, 144 stationary, 38, 39, 40–42, 76, 77, 87, 88, 91, 99, 104, 105, 111, 114–121, 123, 125–128, 136, 145, 147 stationary extension, 115, 116, 118, 119, 126–128 Stinespring representation, 14, 16, 17, 19–22, 24, 25, 30, 97, 151, 154, 156 stochastic map, 10, 13, 14, 19, 21, 23–25, 28, 32, 35, 39–42, 44, 45, 50, 51, 55, 59, 63, 65, 66, 98, 103, 105, 111, 149, 150–152, 154, 157, 160, 161 subfactor, 139, 141, 143 tensor dilation, 16, 42 transition probability measures, 115, 123, 128 weak Markov, 42, 43–46, 48, 50–52, 63–65 weak tensor dilation, 14, 16–19, 21–25, 27, 28, 45